+21.3%
HPQ vs MDY
+17.5%
+3.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.6% | +5.3% | +5.5% |
| 7D | -7.8% | +1.7% | -9.5% | -8.6% |
| 30D | -4.9% | +1.2% | -6.1% | -5.6% |
| 3M | +4.9% | -3.5% | +8.3% | +7.0% |
| 6M | +47.1% | +3.5% | +43.5% | +43.8% |
| YTD | +39.5% | +13.6% | +25.9% | +24.9% |
| 1Y | +21.3% | +17.1% | +4.2% | +4.6% |
| All | +21.3% | +17.5% | +3.8% | +4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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