+156.1%
HPQ vs CP
+257.3%
-101.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.1% | +1.9% |
| 7D | +3.2% | +2.1% | +1.0% | +1.8% |
| 30D | -3.6% | +9.3% | -12.9% | -8.5% |
| 3M | -5.3% | +0.5% | -5.7% | -5.8% |
| 6M | +41.1% | +10.4% | +30.7% | +32.4% |
| YTD | +36.9% | +28.7% | +8.2% | +16.2% |
| 1Y | +23.5% | +33.2% | -9.7% | +2.6% |
| 3Y | +19.6% | +38.4% | -18.9% | -5.5% |
| 5Y | +11.4% | +26.2% | -14.8% | -8.7% |
| All | +156.1% | +257.3% | -101.3% | +14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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