+66.3%
MA vs HPQ
+37.7%
+28.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.9% | -4.5% | -1.5% |
| 7D | -3.5% | +1.3% | -4.8% | -3.8% |
| 30D | +0.8% | +8.7% | -7.9% | -1.4% |
| 3M | +14.8% | +31.5% | -16.7% | +6.7% |
| 6M | +10.0% | +76.0% | -66.0% | -6.7% |
| YTD | -0.1% | +49.5% | -49.6% | -11.4% |
| 1Y | -2.2% | +17.3% | -19.5% | -7.4% |
| 3Y | +39.3% | +24.4% | +14.9% | +23.1% |
| 5Y | +66.3% | +37.3% | +29.0% | +41.0% |
| All | +66.3% | +37.7% | +28.6% | +41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HPQ.
Daily Out/Under-Performance
Portfolio return minus HPQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HPQ 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 5y: compounded portfolio wealth divided by compounded HPQ 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…
5y analysis · Full analysis span regression · 6 months rolling