+21.3%
HPQ vs M
+36.6%
-15.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +7.6% | -1.7% | +4.2% |
| 7D | -7.8% | +8.3% | -16.0% | -9.3% |
| 30D | -4.9% | +14.2% | -19.1% | -7.4% |
| 3M | +4.9% | -1.1% | +6.0% | +4.4% |
| 6M | +47.1% | +36.6% | +10.5% | +36.8% |
| YTD | +39.5% | +19.8% | +19.7% | +34.2% |
| 1Y | +21.3% | +37.2% | -15.9% | +9.9% |
| All | +21.3% | +36.6% | -15.3% | +9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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