+184.7%
MS vs HPQ
+23.9%
+160.8%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -2.0% | -0.3% |
| 7D | +1.4% | +6.9% | -5.6% | -0.4% |
| 30D | -0.3% | +14.4% | -14.7% | -3.8% |
| 3M | +0.3% | +25.6% | -25.3% | -6.1% |
| 6M | +31.3% | +75.0% | -43.7% | +9.6% |
| YTD | +24.7% | +50.7% | -26.0% | +9.3% |
| 1Y | +47.9% | +18.7% | +29.3% | +40.3% |
| All | +184.7% | +23.9% | +160.8% | +136.4% |
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 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