+2,524.6%
HPQ vs CP
+7,892.9%
-5,368.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.0% | -2.8% | -1.6% |
| 7D | -0.6% | +2.8% | -3.4% | -1.7% |
| 30D | -6.5% | +11.3% | -17.8% | -10.4% |
| 3M | -5.1% | +2.9% | -7.9% | -6.3% |
| 6M | +27.3% | +9.8% | +17.5% | +22.2% |
| YTD | +31.7% | +28.5% | +3.2% | +18.0% |
| 1Y | +13.0% | +33.5% | -20.5% | -0.4% |
| 3Y | +18.3% | +31.9% | -13.6% | +3.8% |
| 5Y | +7.4% | +25.5% | -18.1% | -4.5% |
| 10Y | +154.8% | +257.6% | -102.8% | +51.5% |
| All | +2,524.6% | +7,892.9% | -5,368.4% | +331.2% |
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