+420.6%
HPQ vs CHRW
+4,173.0%
-3,752.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.1% | +1.1% | +1.9% |
| 7D | +6.9% | -1.4% | +8.4% | +7.4% |
| 30D | +14.4% | -3.5% | +17.9% | +15.8% |
| 3M | +25.6% | -19.4% | +45.0% | +33.7% |
| 6M | +75.0% | -21.4% | +96.4% | +86.4% |
| YTD | +50.7% | -7.1% | +57.8% | +50.4% |
| 1Y | +18.7% | +17.8% | +0.8% | +7.8% |
| 3Y | +21.5% | +78.8% | -57.3% | -7.2% |
| 5Y | +31.6% | +83.5% | -52.0% | -1.6% |
| 10Y | +216.1% | +160.2% | +55.8% | +104.6% |
| All | +420.6% | +4,173.0% | -3,752.3% | +26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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