+794.2%
MS vs HPQ
+199.5%
+594.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.5% | +3.8% | +1.2% |
| 7D | +2.5% | -0.5% | +2.9% | +2.6% |
| 30D | 0.0% | +3.7% | -3.8% | -2.1% |
| 3M | +2.4% | +24.3% | -21.9% | -8.0% |
| 6M | +36.4% | +64.8% | -28.4% | +5.5% |
| YTD | +23.8% | +43.9% | -20.1% | +1.6% |
| 1Y | +48.6% | +11.7% | +37.0% | +36.0% |
| 3Y | +179.1% | +19.7% | +159.5% | +136.1% |
| 5Y | +144.8% | +32.2% | +112.6% | +86.9% |
| 10Y | +794.2% | +198.9% | +595.3% | +355.9% |
| All | +794.2% | +199.5% | +594.6% | +355.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling