+160.4%
MS vs HPQ
+17.1%
+143.3%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.8% | +0.2% |
| 7D | -1.6% | -1.1% | -0.4% | -1.3% |
| 30D | -3.8% | -11.7% | +7.9% | -1.3% |
| 3M | -14.6% | +2.0% | -16.6% | -16.0% |
| 6M | -5.1% | +35.9% | -40.9% | -15.1% |
| YTD | +4.5% | +32.7% | -28.1% | -6.2% |
| 1Y | +13.5% | +14.3% | -0.7% | +7.1% |
| 3Y | +160.4% | +17.8% | +142.6% | +127.0% |
| All | +160.4% | +17.1% | +143.3% | +127.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling