+223.0%
HPQ vs CMS
+116.0%
+107.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.9% | +4.8% | +4.2% |
| 7D | +1.3% | +0.2% | +1.1% | +1.2% |
| 30D | +8.7% | -1.3% | +10.0% | +9.1% |
| 3M | +31.5% | -5.4% | +36.8% | +33.6% |
| 6M | +76.0% | -10.3% | +86.3% | +81.3% |
| YTD | +49.5% | -0.2% | +49.8% | +48.8% |
| 1Y | +17.3% | -0.9% | +18.1% | +16.7% |
| 3Y | +24.4% | +34.0% | -9.6% | +10.3% |
| 5Y | +37.3% | +23.6% | +13.7% | +23.6% |
| 10Y | +223.0% | +122.2% | +100.8% | +155.4% |
| All | +223.0% | +116.0% | +107.0% | +155.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling