+2,909.2%
HPQ vs CMI
+19,556.0%
-16,646.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.2% | +6.1% | +5.4% |
| 7D | +2.2% | +0.7% | +1.5% | +2.0% |
| 30D | +9.7% | -12.3% | +22.0% | +14.8% |
| 3M | +32.7% | -16.8% | +49.5% | +40.0% |
| 6M | +77.7% | +1.5% | +76.2% | +72.1% |
| YTD | +51.0% | +9.8% | +41.2% | +41.3% |
| 1Y | +18.4% | +42.6% | -24.2% | +0.2% |
| 3Y | +25.6% | +151.0% | -125.4% | -13.8% |
| 5Y | +38.6% | +167.0% | -128.4% | -7.0% |
| 10Y | +226.1% | +512.2% | -286.0% | +64.5% |
| All | +2,909.2% | +19,556.0% | -16,646.8% | +306.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling