+195.2%
HPQ vs CFG
+396.4%
-201.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.3% |
| 7D | +6.9% | +1.5% | +5.4% | +6.2% |
| 30D | +14.4% | -3.8% | +18.3% | +16.3% |
| 3M | +25.6% | +11.5% | +14.1% | +19.2% |
| 6M | +75.0% | +19.2% | +55.9% | +60.3% |
| YTD | +50.7% | +23.7% | +27.0% | +35.2% |
| 1Y | +18.7% | +38.8% | -20.2% | +1.0% |
| 3Y | +21.5% | +178.9% | -157.4% | -26.4% |
| 5Y | +31.6% | +101.8% | -70.2% | -10.5% |
| 10Y | +216.1% | +317.3% | -101.2% | +37.1% |
| All | +195.2% | +396.4% | -201.2% | +21.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling