+164.5%
HPQ vs CFG
+362.1%
-197.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +1.5% |
| 7D | -3.2% | -0.8% | -2.5% | -2.9% |
| 30D | -3.0% | +3.1% | -6.2% | -4.3% |
| 3M | +0.6% | -9.7% | +10.3% | +5.3% |
| 6M | +36.6% | +6.7% | +29.9% | +31.9% |
| YTD | +35.0% | +15.2% | +19.8% | +25.1% |
| 1Y | +23.1% | +28.8% | -5.7% | +8.4% |
| 3Y | +18.6% | +190.1% | -171.4% | -29.0% |
| 5Y | +10.3% | +63.4% | -53.0% | -17.2% |
| 10Y | +157.1% | +219.8% | -62.7% | +25.8% |
| All | +164.5% | +362.1% | -197.7% | +12.1% |
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