+243.8%
HPQ vs MAR
+450.9%
-207.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +1.7% | +6.7% | +7.6% |
| 7D | +9.8% | -0.5% | +10.3% | +10.1% |
| 30D | +22.4% | -5.4% | +27.8% | +25.5% |
| 3M | +45.2% | -15.5% | +60.7% | +56.4% |
| 6M | +96.4% | +3.0% | +93.5% | +91.5% |
| YTD | +65.4% | +8.5% | +56.9% | +56.7% |
| 1Y | +31.6% | +26.0% | +5.6% | +15.6% |
| 3Y | +37.0% | +68.6% | -31.6% | +4.1% |
| 5Y | +53.0% | +157.4% | -104.4% | -6.2% |
| All | +243.8% | +450.9% | -207.1% | +45.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling