+13.1%
HPQ vs CG
-23.0%
+36.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.6% | +1.3% |
| 7D | +3.2% | +0.2% | +3.0% | +2.9% |
| 30D | -3.6% | +11.2% | -14.8% | -7.7% |
| 3M | -5.3% | -22.1% | +16.8% | +3.7% |
| 6M | +41.1% | -17.9% | +59.1% | +50.6% |
| YTD | +36.9% | -31.3% | +68.2% | +55.2% |
| 1Y | +23.5% | -24.0% | +47.5% | +34.3% |
| 3Y | +19.6% | +45.0% | -25.4% | -3.8% |
| All | +13.1% | -23.0% | +36.1% | +12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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