+1,820.1%
HPQ vs CB
+6,559.4%
-4,739.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.9% | +4.1% | +2.8% |
| 7D | +6.9% | +0.5% | +6.5% | +6.7% |
| 30D | +14.4% | -3.1% | +17.6% | +15.5% |
| 3M | +25.6% | +9.0% | +16.7% | +21.9% |
| 6M | +75.0% | +2.9% | +72.2% | +72.7% |
| YTD | +50.7% | +10.1% | +40.6% | +45.1% |
| 1Y | +18.7% | +22.8% | -4.1% | +10.0% |
| 3Y | +21.5% | +73.8% | -52.3% | -0.8% |
| 5Y | +31.6% | +99.2% | -67.6% | +2.3% |
| 10Y | +216.1% | +218.2% | -2.2% | +110.4% |
| All | +1,820.1% | +6,559.4% | -4,739.3% | +537.6% |
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 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