+7.4%
HPQ vs M
-2.8%
+10.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +8.1% | -8.8% | -2.7% |
| 7D | -0.6% | +2.5% | -3.2% | -1.3% |
| 30D | -6.5% | +10.1% | -16.5% | -8.7% |
| 3M | -5.1% | -0.9% | -4.1% | -5.2% |
| 6M | +27.3% | +30.2% | -2.9% | +18.5% |
| YTD | +31.7% | +16.3% | +15.4% | +25.2% |
| 1Y | +13.0% | +27.0% | -14.0% | +5.0% |
| 3Y | +18.3% | +154.5% | -136.2% | -12.6% |
| 5Y | +7.4% | -1.1% | +8.4% | -8.6% |
| All | +7.4% | -2.8% | +10.1% | -8.6% |
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 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