+25.9%
HPQ vs CB
+74.3%
-48.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.9% | +4.1% | +2.4% |
| 7D | +6.9% | +0.5% | +6.5% | +6.9% |
| 30D | +14.4% | -3.1% | +17.6% | +14.8% |
| 3M | +25.6% | +9.0% | +16.7% | +24.7% |
| 6M | +75.0% | +2.9% | +72.2% | +75.0% |
| YTD | +50.7% | +10.1% | +40.6% | +48.9% |
| 1Y | +18.7% | +22.8% | -4.1% | +15.3% |
| All | +25.9% | +74.3% | -48.5% | +16.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling