+133,470.8%
MSFT vs HPQ
+3,038.3%
+130,432.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.2% | -4.3% | -2.8% |
| 7D | -2.7% | +6.9% | -9.6% | -5.0% |
| 30D | +2.7% | +14.4% | -11.7% | -2.4% |
| 3M | +17.0% | +25.6% | -8.7% | +6.7% |
| 6M | +23.8% | +75.0% | -51.2% | -0.9% |
| YTD | +4.0% | +50.7% | -46.7% | -12.6% |
| 1Y | -0.8% | +18.7% | -19.5% | -10.1% |
| 3Y | +55.6% | +21.5% | +34.1% | +34.3% |
| 5Y | +72.9% | +31.6% | +41.3% | +41.5% |
| 10Y | +875.8% | +216.1% | +659.8% | +446.9% |
| All | +133,470.8% | +3,038.3% | +130,432.5% | +21,961.9% |
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 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