+2,540.4%
HPQ vs CP
+7,872.5%
-5,332.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.7% |
| 7D | +0.5% | +2.8% | -2.3% | -0.6% |
| 30D | -5.9% | +11.0% | -16.9% | -9.8% |
| 3M | -3.7% | +3.8% | -7.6% | -5.3% |
| 6M | +28.1% | +9.5% | +18.6% | +23.1% |
| YTD | +32.5% | +28.2% | +4.3% | +18.9% |
| 1Y | +18.1% | +33.0% | -14.8% | +4.3% |
| 3Y | +16.4% | +35.5% | -19.1% | +1.1% |
| 5Y | +8.9% | +25.8% | -16.9% | -3.3% |
| 10Y | +157.6% | +250.7% | -93.1% | +54.3% |
| All | +2,540.4% | +7,872.5% | -5,332.2% | +334.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling