+243.8%
HPQ vs MKTX
+5.0%
+238.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -0.1% | +8.5% | +8.4% |
| 7D | +9.8% | -0.2% | +10.0% | +9.8% |
| 30D | +22.4% | +0.7% | +21.6% | +22.2% |
| 3M | +45.2% | +40.8% | +4.4% | +36.0% |
| 6M | +96.4% | -8.0% | +104.4% | +98.4% |
| YTD | +65.4% | -8.7% | +74.1% | +67.2% |
| 1Y | +31.6% | -11.8% | +43.4% | +33.6% |
| 3Y | +37.0% | -24.0% | +61.1% | +39.1% |
| 5Y | +53.0% | -60.3% | +113.3% | +74.2% |
| All | +243.8% | +5.0% | +238.8% | +201.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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