+508.8%
HPQ vs CNC
+5,287.0%
-4,778.1%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.8% | +5.7% | +5.1% |
| 7D | +2.2% | -4.9% | +7.1% | +3.1% |
| 30D | +9.7% | -3.8% | +13.5% | +10.5% |
| 3M | +32.7% | -3.2% | +36.0% | +33.3% |
| 6M | +77.7% | +47.9% | +29.8% | +64.5% |
| YTD | +51.0% | +55.7% | -4.7% | +38.0% |
| 1Y | +18.4% | +106.2% | -87.8% | +2.2% |
| 3Y | +25.6% | -2.1% | +27.6% | +18.6% |
| 5Y | +38.6% | +3.4% | +35.2% | +28.2% |
| 10Y | +226.1% | +91.7% | +134.5% | +163.9% |
| All | +508.8% | +5,287.0% | -4,778.1% | +168.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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