+16.8%
HPQ vs CART
+38.4%
-21.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.6% | -3.9% | -3.4% |
| 7D | -1.1% | +3.0% | -4.1% | -1.5% |
| 30D | -11.7% | +28.6% | -40.3% | -14.6% |
| 3M | +2.0% | +29.1% | -27.1% | -1.5% |
| 6M | +35.9% | +44.7% | -8.9% | +29.5% |
| YTD | +32.7% | +29.2% | +3.5% | +27.2% |
| 1Y | +14.3% | +66.2% | -51.9% | +6.9% |
| 3Y | +17.8% | +112.8% | -95.0% | +7.5% |
| All | +16.8% | +38.4% | -21.6% | +6.5% |
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