+553.7%
MS vs HPQ
+155.5%
+398.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | 0.0% |
| 7D | +0.8% | +0.5% | +0.3% | +0.6% |
| 30D | -0.7% | -5.9% | +5.2% | +1.2% |
| 3M | -12.4% | -3.7% | -8.7% | -12.7% |
| 6M | -1.7% | +28.1% | -29.8% | -15.5% |
| YTD | +8.0% | +32.5% | -24.4% | -9.5% |
| 1Y | +16.2% | +18.1% | -1.9% | +2.2% |
| 3Y | +171.3% | +16.4% | +154.9% | +128.0% |
| 5Y | +124.8% | +8.9% | +115.9% | +86.5% |
| 10Y | +553.7% | +157.6% | +396.0% | +260.4% |
| All | +553.7% | +155.5% | +398.2% | +260.4% |
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