-16.8%
MCD vs HPQ
+17.7%
-34.5%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.9% | -5.8% | -1.0% |
| 7D | -2.9% | +2.2% | -5.1% | -2.9% |
| 30D | -6.7% | +9.7% | -16.5% | -6.8% |
| 3M | -9.6% | +32.7% | -42.3% | -9.8% |
| 6M | -22.3% | +77.7% | -100.0% | -23.3% |
| YTD | -15.4% | +51.0% | -66.4% | -15.7% |
| 1Y | -16.8% | +18.4% | -35.2% | -16.3% |
| All | -16.8% | +17.7% | -34.5% | -16.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling