+89.6%
MA vs HPQ
+8.3%
+81.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.3% |
| 7D | +1.8% | +0.5% | +1.3% | +1.7% |
| 30D | +11.8% | -5.9% | +17.7% | +13.0% |
| 3M | +17.2% | -3.7% | +20.9% | +16.8% |
| 6M | +33.4% | +28.1% | +5.3% | +22.5% |
| YTD | +16.1% | +32.5% | -16.3% | +5.1% |
| 1Y | +19.9% | +18.1% | +1.8% | +11.8% |
| 3Y | +70.1% | +16.4% | +53.6% | +49.9% |
| 5Y | +89.6% | +8.9% | +80.8% | +68.3% |
| All | +89.6% | +8.3% | +81.4% | +68.3% |
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