+1,590.5%
HPQ vs CB
+7,037.7%
-5,447.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.8% | -1.6% | -2.7% |
| 7D | -1.1% | +0.2% | -1.4% | -1.2% |
| 30D | -11.7% | +9.1% | -20.8% | -14.2% |
| 3M | +2.0% | +3.4% | -1.4% | +0.8% |
| 6M | +35.9% | +14.1% | +21.8% | +29.6% |
| YTD | +32.7% | +18.0% | +14.7% | +24.9% |
| 1Y | +14.3% | +30.1% | -15.8% | +4.2% |
| 3Y | +17.8% | +71.8% | -53.9% | -3.3% |
| 5Y | +7.6% | +101.8% | -94.3% | -16.6% |
| 10Y | +171.7% | +252.1% | -80.5% | +75.3% |
| All | +1,590.5% | +7,037.7% | -5,447.2% | +449.0% |
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