+11.7%
HPQ vs CSGP
-66.0%
+77.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.8% | -2.7% | -4.1% |
| 7D | -0.5% | -5.1% | +4.6% | +0.6% |
| 30D | +3.7% | +0.3% | +3.4% | +3.6% |
| 3M | +24.3% | -9.1% | +33.4% | +25.8% |
| 6M | +64.8% | -37.3% | +102.0% | +77.5% |
| YTD | +43.9% | -54.9% | +98.8% | +68.4% |
| 1Y | +11.7% | -65.5% | +77.2% | +37.5% |
| All | +11.7% | -66.0% | +77.6% | +37.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling