+51.0%
HPQ vs CMI
+164.8%
-113.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +1.2% | +7.2% | +7.9% |
| 7D | +9.8% | -0.7% | +10.5% | +10.1% |
| 30D | +22.4% | -12.4% | +34.7% | +29.2% |
| 3M | +45.2% | -14.8% | +59.9% | +53.1% |
| 6M | +96.4% | +0.8% | +95.6% | +84.7% |
| YTD | +65.4% | +10.2% | +55.2% | +45.5% |
| 1Y | +31.6% | +37.4% | -5.9% | +0.1% |
| 3Y | +37.0% | +153.3% | -116.3% | -30.8% |
| All | +51.0% | +164.8% | -113.8% | -29.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling