+1,578.0%
HPQ vs CB
+7,007.0%
-5,429.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | -0.6% | -1.5% | +0.9% | -0.1% |
| 30D | -6.5% | +6.5% | -13.0% | -8.4% |
| 3M | -5.1% | +4.1% | -9.1% | -6.3% |
| 6M | +27.3% | +14.4% | +12.9% | +21.4% |
| YTD | +31.7% | +17.5% | +14.2% | +24.2% |
| 1Y | +13.0% | +27.5% | -14.6% | +3.7% |
| 3Y | +18.3% | +71.6% | -53.3% | -2.8% |
| 5Y | +7.4% | +100.6% | -93.3% | -16.6% |
| 10Y | +154.8% | +243.0% | -88.2% | +65.7% |
| All | +1,578.0% | +7,007.0% | -5,429.0% | +445.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling