+848.9%
PM vs HPQ
+137.6%
+711.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +0.9% |
| 7D | +0.5% | +3.2% | -2.6% | 0.0% |
| 30D | -3.2% | -3.6% | +0.4% | -2.8% |
| 3M | +6.2% | -5.3% | +11.5% | +6.5% |
| 6M | +7.7% | +41.1% | -33.5% | -1.0% |
| YTD | +27.3% | +36.9% | -9.6% | +17.0% |
| 1Y | +32.8% | +23.5% | +9.2% | +24.3% |
| 3Y | +150.0% | +19.6% | +130.4% | +127.3% |
| 5Y | +164.2% | +11.4% | +152.8% | +137.3% |
| 10Y | +265.7% | +160.6% | +105.1% | +155.0% |
| All | +848.9% | +137.6% | +711.3% | +579.0% |
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