+763.1%
PM vs HPQ
+161.6%
+601.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.2% | -4.2% | -2.4% |
| 7D | -4.9% | +6.9% | -11.8% | -6.1% |
| 30D | -3.4% | +14.4% | -17.8% | -6.0% |
| 3M | +5.2% | +25.6% | -20.4% | +0.2% |
| 6M | +3.7% | +75.0% | -71.3% | -8.5% |
| YTD | +15.8% | +50.7% | -34.9% | +5.1% |
| 1Y | +17.4% | +18.7% | -1.3% | +11.3% |
| 3Y | +116.9% | +21.5% | +95.4% | +98.4% |
| 5Y | +117.3% | +31.6% | +85.7% | +89.0% |
| 10Y | +193.8% | +216.1% | -22.3% | +98.0% |
| All | +763.1% | +161.6% | +601.5% | +510.2% |
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 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