+3,196.3%
HPQ vs CGNX
+12,871.6%
-9,675.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +20.4% |
| 3M | +45.2% | +3.5% | +41.6% | +42.5% |
| 6M | +96.4% | +26.3% | +70.1% | +82.3% |
| YTD | +65.4% | +79.2% | -13.9% | +37.4% |
| 1Y | +31.6% | +43.8% | -12.2% | +15.0% |
| 3Y | +37.0% | +52.0% | -14.9% | +15.1% |
| 5Y | +53.0% | -24.0% | +77.0% | +49.0% |
| 10Y | +257.2% | +189.1% | +68.2% | +146.8% |
| All | +3,196.3% | +12,871.6% | -9,675.4% | +804.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling