+2,903.2%
HPQ vs CPB
+325.7%
+2,577.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.4% | +5.6% | +3.0% |
| 7D | +6.9% | -8.6% | +15.5% | +9.1% |
| 30D | +14.4% | -7.2% | +21.7% | +16.3% |
| 3M | +25.6% | +0.9% | +24.7% | +25.0% |
| 6M | +75.0% | -11.8% | +86.9% | +79.2% |
| YTD | +50.7% | -19.4% | +70.1% | +57.4% |
| 1Y | +18.7% | -30.4% | +49.0% | +27.7% |
| 3Y | +21.5% | -40.2% | +61.7% | +33.6% |
| 5Y | +31.6% | -39.5% | +71.1% | +42.6% |
| 10Y | +216.1% | -47.4% | +263.4% | +240.2% |
| All | +2,903.2% | +325.7% | +2,577.5% | +1,339.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling