+243.8%
HPQ vs MTB
+173.8%
+70.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +0.3% | +8.1% | +8.2% |
| 7D | +9.8% | 0.0% | +9.8% | +9.8% |
| 30D | +22.4% | -4.8% | +27.2% | +25.1% |
| 3M | +45.2% | +6.0% | +39.2% | +41.2% |
| 6M | +96.4% | +19.6% | +76.8% | +80.0% |
| YTD | +65.4% | +21.5% | +43.9% | +50.0% |
| 1Y | +31.6% | +24.7% | +6.9% | +18.0% |
| 3Y | +37.0% | +108.6% | -71.5% | -4.2% |
| 5Y | +53.0% | +106.7% | -53.7% | +4.4% |
| All | +243.8% | +173.8% | +70.0% | +106.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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