+46.2%
MSFT vs HPQ
+19.7%
+26.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | 0.0% |
| 7D | -1.3% | +3.2% | -4.4% | -1.6% |
| 30D | -1.8% | -3.6% | +1.8% | -1.6% |
| 3M | +5.6% | -5.3% | +10.9% | +5.8% |
| 6M | +29.8% | +41.1% | -11.3% | +22.8% |
| YTD | +9.0% | +36.9% | -27.9% | +3.3% |
| 1Y | +4.9% | +23.5% | -18.6% | +0.8% |
| 3Y | +46.2% | +19.6% | +26.6% | +39.4% |
| All | +46.2% | +19.7% | +26.5% | +39.4% |
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