+26.4%
HPQ vs CRS
+620.4%
-594.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.3% | +1.4% |
| 7D | +3.5% | -4.1% | +7.6% | +4.1% |
| 30D | +13.7% | -16.6% | +30.3% | +16.6% |
| 3M | +33.9% | -14.3% | +48.1% | +36.2% |
| 6M | +80.9% | +11.6% | +69.3% | +76.2% |
| YTD | +52.6% | +42.6% | +10.0% | +41.8% |
| 1Y | +21.2% | +81.8% | -60.6% | +6.7% |
| All | +26.4% | +620.4% | -594.0% | -7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 3y: compounded portfolio wealth divided by compounded CRS 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…
3y analysis · Full analysis span regression · 6 months rolling