+12.8%
HPQ vs CB
+22.6%
-9.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.4% | -3.1% | -4.5% |
| 7D | -0.5% | -0.6% | +0.1% | -0.5% |
| 30D | +3.7% | -3.9% | +7.6% | +3.8% |
| 3M | +24.3% | +4.9% | +19.4% | +25.7% |
| 6M | +64.8% | +3.3% | +61.5% | +67.3% |
| YTD | +43.9% | +8.5% | +35.4% | +44.0% |
| All | +12.8% | +22.6% | -9.7% | +11.6% |
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