+32.2%
HPQ vs CFG
+100.9%
-68.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.1% | -3.4% | -4.0% |
| 7D | -0.5% | +2.7% | -3.2% | -1.6% |
| 30D | +3.7% | -3.7% | +7.4% | +5.3% |
| 3M | +24.3% | +9.5% | +14.8% | +19.1% |
| 6M | +64.8% | +22.2% | +42.5% | +49.6% |
| YTD | +43.9% | +22.3% | +21.6% | +30.0% |
| 1Y | +11.7% | +39.4% | -27.8% | -5.0% |
| 3Y | +19.7% | +188.5% | -168.8% | -27.5% |
| 5Y | +32.2% | +101.5% | -69.3% | -9.6% |
| All | +32.2% | +100.9% | -68.7% | -9.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling