+8.7%
HPQ vs CL
+39.7%
-30.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.2% | -1.2% | -2.9% |
| 7D | -1.1% | +1.3% | -2.4% | -1.3% |
| 30D | -11.7% | +11.4% | -23.1% | -13.6% |
| 3M | +2.0% | +4.4% | -2.4% | +1.1% |
| 6M | +35.9% | +10.8% | +25.1% | +33.1% |
| YTD | +32.7% | +25.1% | +7.5% | +26.1% |
| 1Y | +14.3% | +28.0% | -13.7% | +8.0% |
| 3Y | +17.8% | +37.6% | -19.8% | +4.3% |
| All | +8.7% | +39.7% | -30.9% | -3.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling