+2,903.2%
HPQ vs CL
+4,870.0%
-1,966.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.5% | +3.7% | +2.7% |
| 7D | +6.9% | -2.2% | +9.1% | +7.7% |
| 30D | +14.4% | -4.8% | +19.3% | +16.3% |
| 3M | +25.6% | +4.9% | +20.7% | +23.5% |
| 6M | +75.0% | -5.7% | +80.8% | +77.6% |
| YTD | +50.7% | +14.4% | +36.3% | +43.3% |
| 1Y | +18.7% | +8.7% | +9.9% | +14.5% |
| 3Y | +21.5% | +30.0% | -8.5% | +8.9% |
| 5Y | +31.6% | +28.4% | +3.2% | +17.7% |
| 10Y | +216.1% | +50.1% | +166.0% | +165.4% |
| All | +2,903.2% | +4,870.0% | -1,966.7% | +592.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling