+1,950.5%
HPQ vs M
+444.9%
+1,505.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.5% |
| 7D | +0.5% | +5.0% | -4.5% | -0.8% |
| 30D | -5.9% | +10.6% | -16.5% | -8.3% |
| 3M | -3.7% | +1.6% | -5.3% | -4.4% |
| 6M | +28.1% | +30.8% | -2.8% | +18.6% |
| YTD | +32.5% | +16.9% | +15.6% | +25.5% |
| 1Y | +18.1% | +26.3% | -8.2% | +9.5% |
| 3Y | +16.4% | +158.6% | -142.2% | -14.1% |
| 5Y | +8.9% | +2.1% | +6.8% | -4.8% |
| 10Y | +157.6% | -4.3% | +162.0% | +89.8% |
| All | +1,950.5% | +444.9% | +1,505.6% | +680.1% |
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