+507.3%
MDLZ vs HPQ
+307.2%
+200.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.2% |
| 7D | -0.4% | -1.9% | +1.5% | -0.1% |
| 30D | +8.2% | -5.7% | +13.9% | +9.0% |
| 3M | +8.0% | -0.4% | +8.4% | +7.4% |
| 6M | +9.7% | +40.0% | -30.3% | +2.7% |
| YTD | +26.9% | +34.6% | -7.7% | +19.0% |
| 1Y | +20.9% | +20.4% | +0.5% | +15.3% |
| 3Y | +5.3% | +18.3% | -13.0% | -1.5% |
| 5Y | +21.4% | +9.6% | +11.8% | +12.9% |
| 10Y | +105.7% | +156.3% | -50.7% | +59.3% |
| All | +507.3% | +307.2% | +200.1% | +325.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling