+428.8%
HPQ vs CSGP
+3,461.1%
-3,032.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.2% |
| 7D | -7.5% | +13.9% | -21.4% | -10.7% |
| 30D | -7.2% | +16.0% | -23.2% | -11.1% |
| 3M | +4.2% | +6.1% | -1.9% | +1.8% |
| 6M | +42.3% | -8.2% | +50.4% | +43.2% |
| YTD | +37.2% | -52.3% | +89.6% | +60.9% |
| 1Y | +16.1% | -54.5% | +70.6% | +37.6% |
| 3Y | +21.5% | -58.6% | +80.1% | +45.4% |
| 5Y | +11.3% | -61.5% | +72.8% | +33.0% |
| 10Y | +181.0% | +74.7% | +106.4% | +133.5% |
| All | +428.8% | +3,461.1% | -3,032.3% | +104.8% |
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 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