+51.0%
HPQ vs CGNX
-25.4%
+76.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +4.1% | +4.3% | +7.4% |
| 7D | +9.8% | +3.2% | +6.6% | +9.0% |
| 30D | +22.4% | +6.0% | +16.4% | +20.3% |
| 3M | +45.2% | +3.5% | +41.6% | +42.2% |
| 6M | +96.4% | +26.3% | +70.1% | +80.2% |
| YTD | +65.4% | +79.2% | -13.9% | +30.9% |
| 1Y | +31.6% | +43.8% | -12.2% | +11.9% |
| 3Y | +37.0% | +52.0% | -14.9% | +7.6% |
| All | +51.0% | -25.4% | +76.4% | +34.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling