+226.1%
HPQ vs CFG
+308.1%
-82.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.9% | +5.8% | +5.3% |
| 7D | +2.2% | -0.6% | +2.8% | +2.5% |
| 30D | +9.7% | -4.5% | +14.3% | +11.9% |
| 3M | +32.7% | +6.3% | +26.4% | +28.7% |
| 6M | +77.7% | +20.6% | +57.1% | +62.0% |
| YTD | +51.0% | +21.2% | +29.7% | +36.6% |
| 1Y | +18.4% | +38.2% | -19.8% | +1.0% |
| 3Y | +25.6% | +185.9% | -160.4% | -24.8% |
| 5Y | +38.6% | +97.0% | -58.4% | -4.7% |
| 10Y | +226.1% | +306.8% | -80.7% | +60.5% |
| All | +226.1% | +308.1% | -82.0% | +60.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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