+18.3%
HPQ vs M
+142.9%
-124.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +8.1% | -8.8% | -2.5% |
| 7D | -0.6% | +2.5% | -3.2% | -1.3% |
| 30D | -6.5% | +10.1% | -16.5% | -8.5% |
| 3M | -5.1% | -0.9% | -4.1% | -5.2% |
| 6M | +27.3% | +30.2% | -2.9% | +19.1% |
| YTD | +31.7% | +16.3% | +15.4% | +25.9% |
| 1Y | +13.0% | +27.0% | -14.0% | +5.6% |
| 3Y | +18.3% | +154.5% | -136.2% | -4.6% |
| All | +18.3% | +142.9% | -124.6% | -4.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling