+157.6%
HPQ vs CSGP
+61.5%
+96.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.9% | +3.5% | +1.6% |
| 7D | +0.5% | -3.2% | +3.7% | +1.6% |
| 30D | -5.9% | +2.2% | -8.1% | -7.4% |
| 3M | -3.7% | -3.7% | -0.1% | -3.7% |
| 6M | +28.1% | -7.4% | +35.5% | +29.1% |
| YTD | +32.5% | -54.9% | +87.4% | +70.4% |
| 1Y | +18.1% | -54.9% | +73.0% | +51.7% |
| 3Y | +16.4% | -61.9% | +78.3% | +55.1% |
| 5Y | +8.9% | -63.1% | +72.0% | +42.4% |
| 10Y | +157.6% | +65.1% | +92.5% | +111.7% |
| All | +157.6% | +61.5% | +96.2% | +111.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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