+73.5%
MSFT vs HPQ
+39.2%
+34.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.9% | -0.1% |
| 7D | -3.5% | +3.5% | -7.0% | -4.3% |
| 30D | -2.1% | +13.7% | -15.8% | -5.3% |
| 3M | +24.2% | +33.9% | -9.7% | +14.3% |
| 6M | +21.9% | +80.9% | -59.1% | +2.4% |
| YTD | +2.5% | +52.6% | -50.1% | -9.8% |
| 1Y | -0.8% | +21.2% | -22.0% | -7.1% |
| 3Y | +50.8% | +26.9% | +23.9% | +31.8% |
| 5Y | +73.5% | +41.1% | +32.4% | +52.1% |
| All | +73.5% | +39.2% | +34.3% | +52.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling