+17.8%
HPQ vs CB
+71.5%
-53.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.8% | -1.6% | -3.1% |
| 7D | -1.1% | +0.2% | -1.4% | -1.1% |
| 30D | -11.7% | +9.1% | -20.8% | -12.6% |
| 3M | +2.0% | +3.4% | -1.4% | +1.5% |
| 6M | +35.9% | +14.1% | +21.8% | +34.2% |
| YTD | +32.7% | +18.0% | +14.7% | +30.2% |
| 1Y | +14.3% | +30.1% | -15.8% | +10.6% |
| 3Y | +17.8% | +71.8% | -53.9% | +12.1% |
| All | +17.8% | +71.5% | -53.7% | +12.1% |
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