+9.6%
HPQ vs CPB
-34.3%
+43.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | -0.1% |
| 7D | -1.9% | -5.8% | +3.9% | -0.8% |
| 30D | -5.7% | +16.5% | -22.2% | -8.4% |
| 3M | -0.4% | -1.1% | +0.7% | -0.6% |
| 6M | +40.0% | +11.5% | +28.5% | +36.7% |
| YTD | +34.6% | -15.7% | +50.4% | +37.2% |
| 1Y | +20.4% | -24.7% | +45.1% | +24.5% |
| 3Y | +18.3% | -37.3% | +55.6% | +24.1% |
| 5Y | +9.6% | -35.0% | +44.6% | +22.9% |
| All | +9.6% | -34.3% | +43.9% | +22.9% |
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