+213.9%
HPQ vs CPB
-43.0%
+256.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.6% | +4.4% | +4.8% |
| 7D | +2.2% | -8.0% | +10.2% | +3.4% |
| 30D | +9.7% | -2.4% | +12.2% | +10.0% |
| 3M | +32.7% | +0.5% | +32.2% | +32.4% |
| 6M | +77.7% | -10.5% | +88.2% | +79.6% |
| YTD | +51.0% | -17.5% | +68.5% | +54.2% |
| 1Y | +18.4% | -31.0% | +49.4% | +23.4% |
| 3Y | +25.6% | -40.6% | +66.2% | +32.2% |
| 5Y | +38.6% | -37.7% | +76.4% | +44.9% |
| All | +213.9% | -43.0% | +256.9% | +232.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 10y: compounded portfolio wealth divided by compounded CPB 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…
10y analysis · Full analysis span regression · 6 months rolling