+151.9%
HPQ vs CB
+246.5%
-94.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.5% |
| 7D | -1.9% | 0.0% | -1.9% | -1.9% |
| 30D | -5.7% | +7.4% | -13.1% | -9.1% |
| 3M | -0.4% | +8.6% | -9.0% | -4.6% |
| 6M | +40.0% | +16.1% | +23.9% | +28.9% |
| YTD | +34.6% | +20.2% | +14.4% | +21.1% |
| 1Y | +20.4% | +27.2% | -6.8% | +5.0% |
| 3Y | +18.3% | +72.7% | -54.4% | -15.7% |
| 5Y | +9.6% | +105.9% | -96.3% | -30.9% |
| All | +151.9% | +246.5% | -94.6% | +10.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling