+18.4%
HPQ vs CP
+19.4%
-1.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.2% | +6.1% | +5.3% |
| 7D | +2.2% | +0.6% | +1.6% | +2.0% |
| 30D | +9.7% | -0.5% | +10.2% | +9.9% |
| 3M | +32.7% | +0.1% | +32.7% | +32.9% |
| 6M | +77.7% | +7.8% | +69.9% | +73.0% |
| YTD | +51.0% | +22.9% | +28.1% | +37.8% |
| 1Y | +18.4% | +21.3% | -2.9% | +8.8% |
| All | +18.4% | +19.4% | -1.0% | +8.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling