+19.7%
HPQ vs CPB
-40.5%
+60.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.8% | -6.3% | -4.8% |
| 7D | -0.5% | -8.2% | +7.7% | +1.2% |
| 30D | +3.7% | -5.6% | +9.3% | +4.7% |
| 3M | +24.3% | +3.0% | +21.3% | +23.3% |
| 6M | +64.8% | -12.7% | +77.5% | +67.4% |
| YTD | +43.9% | -18.0% | +61.9% | +47.8% |
| 1Y | +11.7% | -31.7% | +43.4% | +17.6% |
| 3Y | +19.7% | -41.0% | +60.6% | +27.2% |
| All | +19.7% | -40.5% | +60.2% | +27.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling