+411.6%
HPQ vs MAR
+2,439.3%
-2,027.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.3% | -2.2% | -3.6% |
| 7D | -0.5% | -1.7% | +1.2% | +0.2% |
| 30D | +3.7% | -6.9% | +10.6% | +6.7% |
| 3M | +24.3% | -15.8% | +40.1% | +32.7% |
| 6M | +64.8% | +1.9% | +62.8% | +61.8% |
| YTD | +43.9% | +6.6% | +37.3% | +38.5% |
| 1Y | +11.7% | +23.7% | -12.0% | +0.8% |
| 3Y | +19.7% | +64.6% | -44.9% | -4.3% |
| 5Y | +32.2% | +156.4% | -124.1% | -12.7% |
| 10Y | +198.9% | +415.4% | -216.4% | +42.4% |
| All | +411.6% | +2,439.3% | -2,027.7% | +17.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling