+47.9%
MS vs HPQ
+19.5%
+28.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -2.0% | 0.0% |
| 7D | +1.4% | +6.9% | -5.6% | +0.6% |
| 30D | -0.3% | +14.4% | -14.7% | -1.8% |
| 3M | +0.3% | +25.6% | -25.3% | -2.5% |
| 6M | +31.3% | +75.0% | -43.7% | +20.4% |
| YTD | +24.7% | +50.7% | -26.0% | +18.0% |
| 1Y | +47.9% | +18.7% | +29.3% | +46.5% |
| All | +47.9% | +19.5% | +28.4% | +46.5% |
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 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