+2,232.3%
HPQ vs M
+396.5%
+1,835.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.6% | -0.4% | +1.6% |
| 7D | +6.9% | +4.7% | +2.2% | +5.7% |
| 30D | +14.4% | -9.6% | +24.1% | +17.3% |
| 3M | +25.6% | +0.9% | +24.8% | +24.9% |
| 6M | +75.0% | +22.3% | +52.8% | +65.1% |
| YTD | +50.7% | +6.5% | +44.2% | +46.5% |
| 1Y | +18.7% | +38.8% | -20.1% | +7.7% |
| 3Y | +21.5% | +115.9% | -94.4% | -6.2% |
| 5Y | +31.6% | +28.6% | +2.9% | +8.1% |
| 10Y | +216.1% | -2.5% | +218.6% | +131.6% |
| All | +2,232.3% | +396.5% | +1,835.8% | +810.8% |
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