+223.0%
HPQ vs CB
+219.8%
+3.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.3% | +3.6% | +3.8% |
| 7D | +1.3% | -0.5% | +1.8% | +1.5% |
| 30D | +8.7% | -3.1% | +11.8% | +10.4% |
| 3M | +31.5% | +4.2% | +27.3% | +28.4% |
| 6M | +76.0% | +4.7% | +71.3% | +70.6% |
| YTD | +49.5% | +8.8% | +40.7% | +41.6% |
| 1Y | +17.3% | +22.6% | -5.4% | +3.8% |
| 3Y | +24.4% | +70.6% | -46.3% | -11.6% |
| 5Y | +37.3% | +99.4% | -62.1% | -12.6% |
| 10Y | +223.0% | +223.5% | -0.5% | +48.7% |
| All | +223.0% | +219.8% | +3.2% | +48.7% |
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