+18.4%
HPQ vs CMS
-0.2%
+18.6%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.9% | +5.8% | +4.9% |
| 7D | +2.2% | +0.2% | +2.1% | +2.2% |
| 30D | +9.7% | -1.3% | +11.0% | +9.7% |
| 3M | +32.7% | -5.4% | +38.1% | +32.7% |
| 6M | +77.7% | -10.3% | +88.0% | +77.1% |
| YTD | +51.0% | -0.2% | +51.2% | +51.7% |
| 1Y | +18.4% | -0.9% | +19.3% | +16.4% |
| All | +18.4% | -0.2% | +18.6% | +16.4% |
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 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