+2,903.2%
HPQ vs MAS
+1,430.5%
+1,472.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.8% | +0.4% | +1.6% |
| 7D | +6.9% | -0.8% | +7.7% | +7.2% |
| 30D | +14.4% | -5.6% | +20.0% | +16.6% |
| 3M | +25.6% | +4.4% | +21.2% | +22.8% |
| 6M | +75.0% | +7.2% | +67.8% | +68.0% |
| YTD | +50.7% | +16.1% | +34.6% | +40.3% |
| 1Y | +18.7% | +0.1% | +18.6% | +16.2% |
| 3Y | +21.5% | +28.3% | -6.8% | +8.6% |
| 5Y | +31.6% | +30.5% | +1.1% | +16.3% |
| 10Y | +216.1% | +139.1% | +76.9% | +129.2% |
| All | +2,903.2% | +1,430.5% | +1,472.8% | +844.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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