+128.7%
PM vs HPQ
+39.0%
+89.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.9% | -4.4% | +0.3% |
| 7D | -1.2% | +2.2% | -3.4% | -1.3% |
| 30D | -0.2% | +9.7% | -9.9% | -0.7% |
| 3M | +4.9% | +32.7% | -27.8% | +3.2% |
| 6M | +9.0% | +77.7% | -68.7% | +4.9% |
| YTD | +17.8% | +51.0% | -33.2% | +14.6% |
| 1Y | +16.8% | +18.4% | -1.6% | +15.6% |
| 3Y | +125.4% | +25.6% | +99.9% | +116.4% |
| 5Y | +128.7% | +38.6% | +90.1% | +116.2% |
| All | +128.7% | +39.0% | +89.7% | +116.2% |
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