+156.1%
HPQ vs CSGP
+65.8%
+90.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.9% | -1.2% | +0.7% |
| 7D | +3.2% | +1.3% | +1.8% | +2.6% |
| 30D | -3.6% | +2.8% | -6.4% | -5.3% |
| 3M | -5.3% | -6.3% | +1.0% | -4.4% |
| 6M | +41.1% | -3.2% | +44.3% | +40.1% |
| YTD | +36.9% | -54.0% | +90.8% | +74.7% |
| 1Y | +23.5% | -54.8% | +78.3% | +58.7% |
| 3Y | +19.6% | -60.6% | +80.2% | +57.2% |
| 5Y | +11.4% | -62.6% | +74.0% | +45.2% |
| All | +156.1% | +65.8% | +90.3% | +115.3% |
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