+10.5%
MO vs HPQ
+19.5%
-9.0%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.2% | -3.1% | -0.9% |
| 7D | +0.3% | +6.9% | -6.6% | +0.2% |
| 30D | +0.6% | +14.4% | -13.8% | +0.5% |
| 3M | -1.0% | +25.6% | -26.6% | -0.9% |
| 6M | +4.3% | +75.0% | -70.7% | +6.1% |
| YTD | +23.3% | +50.7% | -27.4% | +24.1% |
| 1Y | +10.5% | +18.7% | -8.2% | +9.4% |
| All | +10.5% | +19.5% | -9.0% | +9.4% |
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