+226.1%
HPQ vs M
-7.1%
+233.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -4.2% | +9.1% | +5.8% |
| 7D | +2.2% | -4.1% | +6.3% | +3.1% |
| 30D | +9.7% | -13.6% | +23.4% | +13.1% |
| 3M | +32.7% | -2.3% | +35.0% | +32.9% |
| 6M | +77.7% | +21.9% | +55.8% | +69.0% |
| YTD | +51.0% | -0.6% | +51.6% | +49.5% |
| 1Y | +18.4% | +29.7% | -11.3% | +10.4% |
| 3Y | +25.6% | +107.3% | -81.7% | +1.3% |
| 5Y | +38.6% | +20.5% | +18.2% | +19.1% |
| 10Y | +226.1% | -6.1% | +232.2% | +132.1% |
| All | +226.1% | -7.1% | +233.2% | +132.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling