+157.6%
HPQ vs CMS
+134.3%
+23.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.5% |
| 7D | +0.5% | +0.5% | 0.0% | +0.4% |
| 30D | -5.9% | +7.4% | -13.3% | -7.9% |
| 3M | -3.7% | +1.9% | -5.6% | -4.3% |
| 6M | +28.1% | -2.3% | +30.4% | +28.7% |
| YTD | +32.5% | +3.0% | +29.5% | +30.5% |
| 1Y | +18.1% | -2.8% | +20.9% | +18.4% |
| 3Y | +16.4% | +37.9% | -21.5% | +2.4% |
| 5Y | +8.9% | +34.0% | -25.1% | -4.7% |
| 10Y | +157.6% | +138.1% | +19.5% | +101.8% |
| All | +157.6% | +134.3% | +23.3% | +101.8% |
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