+32.7%
HPQ vs CART
+21.6%
+11.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.3% | +3.5% | +2.4% |
| 7D | +6.9% | +1.0% | +5.9% | +6.8% |
| 30D | +14.4% | +12.6% | +1.8% | +12.7% |
| 3M | +25.6% | +23.1% | +2.5% | +22.3% |
| 6M | +75.0% | +39.5% | +35.5% | +67.9% |
| YTD | +50.7% | +13.5% | +37.1% | +47.1% |
| 1Y | +18.7% | +14.9% | +3.8% | +15.4% |
| All | +32.7% | +21.6% | +11.1% | +23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CART wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling