+165.5%
HPQ vs CSGP
+63.3%
+102.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.7% | +1.4% | -1.7% |
| 7D | -1.1% | +1.3% | -2.4% | -1.6% |
| 30D | -11.7% | +10.7% | -22.4% | -15.5% |
| 3M | +2.0% | +3.3% | -1.3% | -0.5% |
| 6M | +35.9% | -10.3% | +46.2% | +38.1% |
| YTD | +32.7% | -54.6% | +87.2% | +70.3% |
| 1Y | +14.3% | -54.6% | +68.9% | +46.6% |
| 3Y | +17.8% | -60.3% | +78.2% | +54.5% |
| 5Y | +7.6% | -63.3% | +70.9% | +41.2% |
| All | +165.5% | +63.3% | +102.2% | +116.8% |
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