+21.3%
HPQ vs CB
+34.9%
-13.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +2.1% | +3.8% | +5.7% |
| 7D | -7.8% | +5.3% | -13.0% | -8.2% |
| 30D | -4.9% | +13.2% | -18.1% | -5.6% |
| 3M | +4.9% | +7.8% | -2.9% | +4.1% |
| 6M | +47.1% | +15.8% | +31.3% | +49.2% |
| YTD | +39.5% | +21.0% | +18.5% | +38.4% |
| 1Y | +21.3% | +32.2% | -10.9% | +20.9% |
| All | +21.3% | +34.9% | -13.6% | +20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 1y: compounded portfolio wealth divided by compounded CB 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…
1y analysis · Full analysis span regression · 6 months rolling