+8.7%
HPQ vs CF
+120.6%
-111.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.7% | -4.0% | -3.4% |
| 7D | -1.1% | -3.2% | +2.1% | -0.7% |
| 30D | -11.7% | +4.3% | -16.0% | -12.4% |
| 3M | +2.0% | +2.8% | -0.8% | +1.2% |
| 6M | +35.9% | +0.6% | +35.2% | +34.8% |
| YTD | +32.7% | +56.6% | -24.0% | +20.3% |
| 1Y | +14.3% | +49.6% | -35.3% | +4.5% |
| 3Y | +17.8% | +61.5% | -43.7% | +4.2% |
| All | +8.7% | +120.6% | -111.8% | -8.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling