+95.0%
MO vs HPQ
+36.4%
+58.6%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +8.4% | -8.1% | +0.2% |
| 7D | +0.1% | +9.8% | -9.6% | 0.0% |
| 30D | +7.1% | +22.4% | -15.2% | +6.9% |
| 3M | -2.0% | +45.2% | -47.1% | -2.1% |
| 6M | +7.3% | +96.4% | -89.1% | +7.3% |
| YTD | +23.5% | +65.4% | -41.9% | +23.4% |
| 1Y | +11.0% | +31.6% | -20.6% | +11.1% |
| 3Y | +95.0% | +37.0% | +58.0% | +84.9% |
| All | +95.0% | +36.4% | +58.6% | +84.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling