+62.8%
META vs HPQ
+32.3%
+30.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.2% | -1.2% | +0.2% |
| 7D | +6.7% | +6.9% | -0.2% | +4.2% |
| 30D | +4.8% | +14.4% | -9.7% | -0.4% |
| 3M | -1.6% | +25.6% | -27.2% | -9.8% |
| 6M | -7.5% | +75.0% | -82.5% | -27.4% |
| YTD | -6.4% | +50.7% | -57.1% | -21.9% |
| 1Y | -17.3% | +18.7% | -36.0% | -24.0% |
| 3Y | +109.9% | +21.5% | +88.4% | +77.9% |
| All | +62.8% | +32.3% | +30.5% | +38.5% |
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