+217.2%
HPQ vs BBWI
-57.7%
+274.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.4% |
| 7D | +3.5% | -8.0% | +11.5% | +5.3% |
| 30D | +13.7% | -6.6% | +20.3% | +14.9% |
| 3M | +33.9% | -2.7% | +36.6% | +33.3% |
| 6M | +80.9% | -12.8% | +93.7% | +82.4% |
| YTD | +52.6% | -10.5% | +63.0% | +52.0% |
| 1Y | +21.2% | -35.3% | +56.6% | +28.5% |
| 3Y | +26.9% | -47.7% | +74.6% | +36.4% |
| 5Y | +41.1% | -68.9% | +110.0% | +64.1% |
| All | +217.2% | -57.7% | +274.9% | +155.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 10y: compounded portfolio wealth divided by compounded BBWI 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…
10y analysis · Full analysis span regression · 6 months rolling