+8.2%
HPQ vs CP
+24.6%
-16.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.7% | -1.6% | -2.5% |
| 7D | -1.1% | +2.8% | -3.9% | -2.4% |
| 30D | -11.7% | +10.2% | -21.9% | -15.9% |
| 3M | +2.0% | +2.4% | -0.4% | +0.7% |
| 6M | +35.9% | +7.7% | +28.2% | +30.5% |
| YTD | +32.7% | +26.0% | +6.7% | +16.6% |
| 1Y | +14.3% | +34.6% | -20.3% | -3.2% |
| 3Y | +17.8% | +26.7% | -8.9% | +0.4% |
| All | +8.2% | +24.6% | -16.4% | -9.9% |
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