+157.6%
HPQ vs CFG
+230.2%
-72.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.8% |
| 7D | +0.5% | +0.7% | -0.2% | +0.2% |
| 30D | -5.9% | +2.8% | -8.7% | -7.0% |
| 3M | -3.7% | -10.1% | +6.4% | +1.0% |
| 6M | +28.1% | +3.2% | +24.9% | +25.6% |
| YTD | +32.5% | +14.2% | +18.3% | +23.2% |
| 1Y | +18.1% | +27.4% | -9.3% | +4.4% |
| 3Y | +16.4% | +187.6% | -171.2% | -30.3% |
| 5Y | +8.9% | +65.7% | -56.8% | -18.9% |
| 10Y | +157.6% | +219.7% | -62.1% | +37.8% |
| All | +157.6% | +230.2% | -72.5% | +37.8% |
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