+234.8%
HPQ vs CGNX
+168.4%
+66.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -6.7% | +2.6% | -2.0% |
| 7D | +5.2% | -3.8% | +9.0% | +6.6% |
| 30D | +14.1% | -8.6% | +22.7% | +17.1% |
| 3M | +36.1% | -5.7% | +41.8% | +36.6% |
| 6M | +83.7% | +25.2% | +58.5% | +65.9% |
| YTD | +58.6% | +67.2% | -8.6% | +23.9% |
| 1Y | +27.8% | +35.8% | -8.0% | +7.2% |
| 3Y | +38.4% | +40.5% | -2.1% | +8.7% |
| 5Y | +49.0% | -29.7% | +78.7% | +46.5% |
| 10Y | +234.8% | +166.0% | +68.8% | +101.9% |
| All | +234.8% | +168.4% | +66.4% | +101.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 10y: compounded portfolio wealth divided by compounded CGNX 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…
10y analysis · Full analysis span regression · 6 months rolling