+451.6%
META vs HPQ
+156.6%
+295.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.9% | -3.9% | -2.6% |
| 7D | -0.2% | -3.2% | +3.0% | +0.8% |
| 30D | -15.4% | -3.0% | -12.3% | -15.1% |
| 3M | +5.0% | +0.6% | +4.4% | +2.9% |
| 6M | +5.2% | +36.6% | -31.4% | -9.4% |
| YTD | -4.5% | +35.0% | -39.5% | -18.3% |
| 1Y | +0.6% | +23.1% | -22.5% | -11.1% |
| 3Y | +93.1% | +18.6% | +74.4% | +64.9% |
| 5Y | +93.7% | +10.3% | +83.3% | +69.6% |
| All | +451.6% | +156.6% | +295.0% | +264.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling