+2,635.1%
HPQ vs MAS
+1,664.8%
+970.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.4% | +1.8% | -0.5% |
| 7D | -7.5% | +4.6% | -12.1% | -8.9% |
| 30D | -7.2% | +19.9% | -27.1% | -12.7% |
| 3M | +4.2% | +8.9% | -4.7% | +1.0% |
| 6M | +42.3% | +20.2% | +22.1% | +32.2% |
| YTD | +37.2% | +33.9% | +3.4% | +21.6% |
| 1Y | +16.1% | +34.7% | -18.5% | +2.7% |
| 3Y | +21.5% | +60.4% | -38.9% | +0.8% |
| 5Y | +11.3% | +43.5% | -32.2% | -4.9% |
| 10Y | +181.0% | +226.7% | -45.7% | +85.1% |
| All | +2,635.1% | +1,664.8% | +970.4% | +718.3% |
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