+2,540.4%
HPQ vs CMS
+473.2%
+2,067.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.6% |
| 3M | -3.7% | +1.9% | -5.6% | -4.2% |
| 6M | +28.1% | -2.3% | +30.4% | +28.6% |
| YTD | +32.5% | +3.0% | +29.5% | +31.0% |
| 1Y | +18.1% | -2.8% | +20.9% | +18.4% |
| 3Y | +16.4% | +37.9% | -21.5% | +5.9% |
| 5Y | +8.9% | +34.0% | -25.1% | -1.1% |
| 10Y | +157.6% | +138.1% | +19.5% | +100.7% |
| All | +2,540.4% | +473.2% | +2,067.2% | +1,263.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling