+35.9%
HPQ vs CF
-1.3%
+37.2%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.7% | -4.0% | -3.2% |
| 7D | -1.1% | -3.2% | +2.1% | -1.2% |
| 30D | -11.7% | +4.3% | -16.0% | -11.2% |
| 3M | +2.0% | +2.8% | -0.8% | +4.3% |
| 6M | +35.9% | +0.6% | +35.2% | +38.1% |
| All | +35.9% | -1.3% | +37.2% | +38.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling