+36.2%
HPQ vs CP
+32.0%
+4.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +1.9% | +2.1% |
| 7D | +6.9% | -2.7% | +9.6% | +8.3% |
| 30D | +14.4% | +0.2% | +14.3% | +14.3% |
| 3M | +25.6% | +2.6% | +23.0% | +24.0% |
| 6M | +75.0% | +6.0% | +69.1% | +69.0% |
| YTD | +50.7% | +24.9% | +25.8% | +33.0% |
| 1Y | +18.7% | +20.1% | -1.5% | +6.8% |
| 3Y | +21.5% | +16.4% | +5.1% | +8.7% |
| All | +36.2% | +32.0% | +4.2% | +11.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling