+18.7%
HPQ vs CMS
-1.9%
+20.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.2% |
| 7D | +6.9% | +0.4% | +6.6% | +7.0% |
| 30D | +14.4% | -3.6% | +18.0% | +14.2% |
| 3M | +25.6% | -1.9% | +27.5% | +26.5% |
| 6M | +75.0% | -11.0% | +86.0% | +74.3% |
| YTD | +50.7% | +0.2% | +50.5% | +51.5% |
| 1Y | +18.7% | -1.3% | +20.0% | +17.7% |
| All | +18.7% | -1.9% | +20.5% | +17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 1y: compounded portfolio wealth divided by compounded CMS 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…
1y analysis · Full analysis span regression · 6 months rolling