+2,903.2%
HPQ vs CP
+7,669.4%
-4,766.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +1.9% | +2.1% |
| 7D | +6.9% | -2.7% | +9.6% | +8.0% |
| 30D | +14.4% | +0.2% | +14.3% | +14.3% |
| 3M | +25.6% | +2.6% | +23.0% | +24.3% |
| 6M | +75.0% | +6.0% | +69.1% | +70.1% |
| YTD | +50.7% | +24.9% | +25.8% | +36.7% |
| 1Y | +18.7% | +20.1% | -1.5% | +9.3% |
| 3Y | +21.5% | +16.4% | +5.1% | +12.1% |
| 5Y | +31.6% | +31.7% | -0.2% | +14.8% |
| 10Y | +216.1% | +223.9% | -7.8% | +95.1% |
| All | +2,903.2% | +7,669.4% | -4,766.2% | +399.4% |
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