+480.7%
HPQ vs CSGP
+3,334.4%
-2,853.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.4% | +4.7% | +2.8% |
| 7D | +6.9% | -4.1% | +11.0% | +8.0% |
| 30D | +14.4% | +2.3% | +12.1% | +13.6% |
| 3M | +25.6% | -8.2% | +33.8% | +27.6% |
| 6M | +75.0% | -35.1% | +110.1% | +92.7% |
| YTD | +50.7% | -54.0% | +104.7% | +79.5% |
| 1Y | +18.7% | -65.3% | +84.0% | +51.3% |
| 3Y | +21.5% | -62.6% | +84.1% | +50.0% |
| 5Y | +31.6% | -64.8% | +96.4% | +61.6% |
| 10Y | +216.1% | +45.1% | +171.0% | +175.7% |
| All | +480.7% | +3,334.4% | -2,853.8% | +128.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling