+38.6%
HPQ vs BBWI
-68.8%
+107.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -6.3% | +11.2% | +6.3% |
| 7D | +2.2% | -4.4% | +6.7% | +3.1% |
| 30D | +9.7% | -7.4% | +17.1% | +11.2% |
| 3M | +32.7% | -2.2% | +35.0% | +31.9% |
| 6M | +77.7% | -16.3% | +94.0% | +81.0% |
| YTD | +51.0% | -9.1% | +60.1% | +49.7% |
| 1Y | +18.4% | -34.5% | +52.9% | +26.3% |
| 3Y | +25.6% | -47.0% | +72.5% | +35.5% |
| 5Y | +38.6% | -68.8% | +107.5% | +68.4% |
| All | +38.6% | -68.8% | +107.5% | +68.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling