+18.7%
HPQ vs MAR
+27.3%
-8.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.1% | +2.2% |
| 7D | +6.9% | -4.2% | +11.1% | +7.9% |
| 30D | +14.4% | -6.7% | +21.1% | +16.1% |
| 3M | +25.6% | -12.5% | +38.1% | +29.5% |
| 6M | +75.0% | +0.6% | +74.5% | +72.5% |
| YTD | +50.7% | +9.1% | +41.6% | +42.9% |
| 1Y | +18.7% | +26.2% | -7.6% | +5.1% |
| All | +18.7% | +27.3% | -8.6% | +5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 1y: compounded portfolio wealth divided by compounded MAR 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…
1y analysis · Full analysis span regression · 6 months rolling