+36.2%
HPQ vs CSGP
-64.7%
+100.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.4% | +4.7% | +2.9% |
| 7D | +6.9% | -4.1% | +11.0% | +8.2% |
| 30D | +14.4% | +2.3% | +12.1% | +13.5% |
| 3M | +25.6% | -8.2% | +33.8% | +27.9% |
| 6M | +75.0% | -35.1% | +110.1% | +96.5% |
| YTD | +50.7% | -54.0% | +104.7% | +87.1% |
| 1Y | +18.7% | -65.3% | +84.0% | +61.1% |
| 3Y | +21.5% | -62.6% | +84.1% | +57.1% |
| All | +36.2% | -64.7% | +100.9% | +70.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling