+243.8%
HPQ vs MDY
+177.2%
+66.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +0.8% | +7.6% | +7.6% |
| 7D | +9.8% | -1.9% | +11.6% | +11.9% |
| 30D | +22.4% | -4.6% | +27.0% | +28.3% |
| 3M | +45.2% | -1.2% | +46.4% | +46.8% |
| 6M | +96.4% | +9.2% | +87.2% | +78.3% |
| YTD | +65.4% | +13.1% | +52.3% | +44.4% |
| 1Y | +31.6% | +13.0% | +18.6% | +15.3% |
| 3Y | +37.0% | +49.2% | -12.2% | -9.9% |
| 5Y | +53.0% | +47.2% | +5.8% | +2.2% |
| All | +243.8% | +177.2% | +66.7% | +27.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling