+21.3%
HPQ vs CL
+33.4%
-12.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +3.3% | +2.6% | +5.5% |
| 7D | -7.8% | +7.7% | -15.5% | -8.6% |
| 30D | -4.9% | +15.2% | -20.1% | -6.1% |
| 3M | +4.9% | +7.3% | -2.5% | +4.4% |
| 6M | +47.1% | +17.0% | +30.0% | +45.6% |
| YTD | +39.5% | +28.0% | +11.5% | +33.4% |
| 1Y | +21.3% | +32.1% | -10.8% | +15.9% |
| All | +21.3% | +33.4% | -12.2% | +15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 1y: compounded portfolio wealth divided by compounded CL 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…
1y analysis · Full analysis span regression · 6 months rolling