+8.7%
HPQ vs CMS
+32.6%
-23.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.1% | -1.2% | -2.9% |
| 7D | -1.1% | -1.3% | +0.2% | -0.8% |
| 30D | -11.7% | +6.3% | -18.0% | -12.7% |
| 3M | +2.0% | -2.1% | +4.0% | +2.4% |
| 6M | +35.9% | -5.1% | +40.9% | +37.1% |
| YTD | +32.7% | +1.3% | +31.4% | +31.7% |
| 1Y | +14.3% | -1.4% | +15.7% | +14.1% |
| 3Y | +17.8% | +36.9% | -19.1% | +6.5% |
| All | +8.7% | +32.6% | -23.8% | -0.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling