+37.3%
HPQ vs CPB
-38.1%
+75.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.6% | +3.4% | +3.8% |
| 7D | +1.3% | -8.0% | +9.2% | +2.7% |
| 30D | +8.7% | -2.4% | +11.1% | +9.0% |
| 3M | +31.5% | +0.5% | +30.9% | +31.0% |
| 6M | +76.0% | -10.5% | +86.5% | +78.1% |
| YTD | +49.5% | -17.5% | +67.1% | +53.3% |
| 1Y | +17.3% | -31.0% | +48.3% | +23.0% |
| 3Y | +24.4% | -40.6% | +65.0% | +31.6% |
| 5Y | +37.3% | -37.7% | +75.0% | +50.1% |
| All | +37.3% | -38.1% | +75.4% | +50.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling