+31.6%
HPQ vs MKTX
-10.6%
+42.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +22.4% |
| 3M | +45.2% | +40.8% | +4.4% | +44.4% |
| 6M | +96.4% | -8.0% | +104.4% | +106.2% |
| YTD | +65.4% | -8.7% | +74.1% | +72.8% |
| 1Y | +31.6% | -11.8% | +43.4% | +37.5% |
| All | +31.6% | -10.6% | +42.1% | +37.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling