+14.3%
HPQ vs CF
+46.5%
-32.2%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.7% | -4.0% | -3.3% |
| 7D | -1.1% | -3.2% | +2.1% | -0.9% |
| 30D | -11.7% | +4.3% | -16.0% | -11.8% |
| 3M | +2.0% | +2.8% | -0.8% | +2.1% |
| 6M | +35.9% | +0.6% | +35.2% | +36.2% |
| YTD | +32.7% | +56.6% | -24.0% | +19.3% |
| 1Y | +14.3% | +49.6% | -35.3% | +5.4% |
| All | +14.3% | +46.5% | -32.2% | +5.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling