+156.1%
HPQ vs CRL
+350.3%
-194.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +1.9% |
| 7D | +3.2% | +0.1% | +3.0% | +3.0% |
| 30D | -3.6% | +11.9% | -15.5% | -8.1% |
| 3M | -5.3% | +20.2% | -25.4% | -12.4% |
| 6M | +41.1% | +107.5% | -66.4% | +5.9% |
| YTD | +36.9% | +69.4% | -32.6% | +8.8% |
| 1Y | +23.5% | +99.7% | -76.2% | -8.0% |
| 3Y | +19.6% | +98.8% | -79.2% | -17.4% |
| 5Y | +11.4% | -12.4% | +23.8% | +6.3% |
| All | +156.1% | +350.3% | -194.2% | +10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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