+243.8%
HPQ vs CMI
+516.5%
-272.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +1.2% | +7.2% | +7.8% |
| 7D | +9.8% | -0.7% | +10.5% | +10.2% |
| 30D | +22.4% | -12.4% | +34.7% | +30.8% |
| 3M | +45.2% | -14.8% | +59.9% | +55.0% |
| 6M | +96.4% | +0.8% | +95.6% | +85.4% |
| YTD | +65.4% | +10.2% | +55.2% | +46.0% |
| 1Y | +31.6% | +37.4% | -5.9% | +0.4% |
| 3Y | +37.0% | +153.3% | -116.3% | -30.0% |
| 5Y | +53.0% | +167.6% | -114.6% | -25.7% |
| All | +243.8% | +516.5% | -272.6% | +3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 10y: compounded portfolio wealth divided by compounded CMI 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…
10y analysis · Full analysis span regression · 6 months rolling