+32.2%
HPQ vs M
+24.8%
+7.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.6% | -1.9% | -3.9% |
| 7D | -0.5% | +2.4% | -2.9% | -1.0% |
| 30D | +3.7% | -11.6% | +15.3% | +6.7% |
| 3M | +24.3% | +1.6% | +22.7% | +23.4% |
| 6M | +64.8% | +25.2% | +39.5% | +55.2% |
| YTD | +43.9% | +3.8% | +40.2% | +41.1% |
| 1Y | +11.7% | +36.3% | -24.7% | +2.3% |
| 3Y | +19.7% | +116.3% | -96.7% | -7.4% |
| 5Y | +32.2% | +28.2% | +4.0% | +8.3% |
| All | +32.2% | +24.8% | +7.4% | +8.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling