+50.1%
MSFT vs HPQ
+36.4%
+13.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +8.4% | -7.8% | -0.3% |
| 7D | -0.8% | +9.8% | -10.6% | -2.0% |
| 30D | +0.8% | +22.4% | -21.5% | -1.7% |
| 3M | +27.2% | +45.2% | -17.9% | +20.6% |
| 6M | +22.9% | +96.4% | -73.5% | +11.3% |
| YTD | +3.1% | +65.4% | -62.3% | -4.2% |
| 1Y | -0.3% | +31.6% | -31.8% | -4.1% |
| 3Y | +50.1% | +37.0% | +13.1% | +36.9% |
| All | +50.1% | +36.4% | +13.7% | +36.9% |
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