+158.0%
HPQ vs CFG
+360.2%
-202.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.9% | -3.7% | -2.0% |
| 7D | -0.6% | +0.3% | -0.9% | -0.7% |
| 30D | -6.5% | +3.2% | -9.7% | -7.7% |
| 3M | -5.1% | -9.7% | +4.6% | -0.7% |
| 6M | +27.3% | +3.6% | +23.7% | +24.6% |
| YTD | +31.7% | +14.7% | +17.0% | +22.3% |
| 1Y | +13.0% | +29.6% | -16.6% | -0.8% |
| 3Y | +18.3% | +190.6% | -172.3% | -29.2% |
| 5Y | +7.4% | +67.1% | -59.7% | -20.2% |
| 10Y | +154.8% | +237.0% | -82.2% | +21.9% |
| All | +158.0% | +360.2% | -202.2% | +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 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