+5,423.2%
MS vs HPQ
+1,591.0%
+3,832.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.7% | +3.9% | +3.5% |
| 7D | +0.7% | -0.6% | +1.4% | +1.0% |
| 30D | -0.9% | -6.5% | +5.5% | +1.5% |
| 3M | -13.0% | -5.1% | -7.9% | -12.7% |
| 6M | -2.0% | +27.3% | -29.3% | -16.6% |
| YTD | +7.8% | +31.7% | -23.9% | -11.0% |
| 1Y | +17.9% | +13.0% | +4.9% | +4.2% |
| 3Y | +174.8% | +18.3% | +156.5% | +127.3% |
| 5Y | +119.9% | +7.4% | +112.5% | +83.1% |
| 10Y | +578.8% | +154.8% | +424.1% | +247.5% |
| All | +5,423.2% | +1,591.0% | +3,832.2% | +1,301.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling