+213.0%
HPQ vs CF
+569.3%
-356.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.2% | +5.5% | +3.1% |
| 7D | +6.9% | +6.0% | +0.9% | +5.2% |
| 30D | +14.4% | +14.8% | -0.4% | +9.7% |
| 3M | +25.6% | +14.1% | +11.6% | +20.4% |
| 6M | +75.0% | +28.5% | +46.5% | +58.6% |
| YTD | +50.7% | +74.9% | -24.3% | +23.7% |
| 1Y | +18.7% | +61.7% | -43.0% | -0.6% |
| 3Y | +21.5% | +80.3% | -58.8% | -4.7% |
| 5Y | +31.6% | +226.0% | -194.4% | -22.9% |
| All | +213.0% | +569.3% | -356.3% | +45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 10y: compounded portfolio wealth divided by compounded CF 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…
10y analysis · Full analysis span regression · 6 months rolling