+14,639.2%
MO vs HPQ
+3,044.5%
+11,594.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.9% | -5.3% | -1.0% |
| 7D | -2.4% | +2.2% | -4.6% | -2.7% |
| 30D | +3.6% | +9.7% | -6.2% | +2.2% |
| 3M | -3.7% | +32.7% | -36.4% | -7.3% |
| 6M | +4.5% | +77.7% | -73.2% | -3.7% |
| YTD | +21.5% | +51.0% | -29.5% | +14.2% |
| 1Y | +9.5% | +18.4% | -8.9% | +5.9% |
| 3Y | +93.6% | +25.6% | +68.0% | +82.6% |
| 5Y | +97.5% | +38.6% | +58.9% | +81.0% |
| 10Y | +111.2% | +226.1% | -115.0% | +69.1% |
| All | +14,639.2% | +3,044.5% | +11,594.7% | +6,233.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling