+98.1%
HPQ vs CRL
+1,647.7%
-1,549.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.3% | -0.1% |
| 7D | -1.9% | +8.9% | -10.8% | -4.6% |
| 30D | -5.7% | +14.0% | -19.7% | -10.1% |
| 3M | -0.4% | +19.8% | -20.3% | -7.0% |
| 6M | +40.0% | +102.0% | -62.0% | +9.9% |
| YTD | +34.6% | +70.8% | -36.2% | +9.8% |
| 1Y | +20.4% | +98.7% | -78.3% | -6.5% |
| 3Y | +18.3% | +98.2% | -79.8% | -13.0% |
| 5Y | +9.6% | -11.7% | +21.3% | +1.1% |
| 10Y | +156.3% | +356.7% | -200.3% | +38.4% |
| All | +98.1% | +1,647.7% | -1,549.6% | -24.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling