+1,989.4%
HPQ vs M
+439.9%
+1,549.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.8% | +2.1% |
| 7D | -3.2% | -3.3% | +0.1% | -2.6% |
| 30D | -3.0% | +8.1% | -11.1% | -5.0% |
| 3M | +0.6% | +2.2% | -1.6% | -0.3% |
| 6M | +36.6% | +35.1% | +1.5% | +25.5% |
| YTD | +35.0% | +15.8% | +19.2% | +28.1% |
| 1Y | +23.1% | +25.8% | -2.8% | +14.2% |
| 3Y | +18.6% | +156.2% | -137.6% | -12.3% |
| 5Y | +10.3% | -2.4% | +12.7% | -2.4% |
| 10Y | +157.1% | -7.1% | +164.2% | +90.8% |
| All | +1,989.4% | +439.9% | +1,549.6% | +696.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling