+2,768.0%
HPQ vs MTB
+8,245.1%
-5,477.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.6% | -3.9% | -4.3% |
| 7D | -0.5% | +2.8% | -3.2% | -1.5% |
| 30D | +3.7% | -4.2% | +7.9% | +5.4% |
| 3M | +24.3% | +7.8% | +16.5% | +20.6% |
| 6M | +64.8% | +14.8% | +49.9% | +55.4% |
| YTD | +43.9% | +20.8% | +23.1% | +32.7% |
| 1Y | +11.7% | +23.1% | -11.5% | +2.3% |
| 3Y | +19.7% | +114.8% | -95.2% | -12.9% |
| 5Y | +32.2% | +103.3% | -71.1% | -3.7% |
| 10Y | +198.9% | +173.0% | +26.0% | +85.4% |
| All | +2,768.0% | +8,245.1% | -5,477.1% | +458.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling