+102.7%
MO vs HPQ
+51.9%
+50.9%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +8.4% | -8.1% | -0.3% |
| 7D | +0.1% | +9.8% | -9.6% | -0.5% |
| 30D | +7.1% | +22.4% | -15.2% | +5.7% |
| 3M | -2.0% | +45.2% | -47.1% | -4.2% |
| 6M | +7.3% | +96.4% | -89.1% | +2.5% |
| YTD | +23.5% | +65.4% | -41.9% | +19.3% |
| 1Y | +11.0% | +31.6% | -20.6% | +8.9% |
| 3Y | +95.0% | +37.0% | +58.0% | +86.4% |
| All | +102.7% | +51.9% | +50.9% | +94.6% |
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