+2,903.2%
HPQ vs BBWI
+1,034.6%
+1,868.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.8% | -0.6% | +1.5% |
| 7D | +6.9% | +1.5% | +5.4% | +6.5% |
| 30D | +14.4% | -5.2% | +19.6% | +15.6% |
| 3M | +25.6% | +11.1% | +14.5% | +20.9% |
| 6M | +75.0% | -13.4% | +88.4% | +76.9% |
| YTD | +50.7% | +0.1% | +50.6% | +45.8% |
| 1Y | +18.7% | -36.1% | +54.8% | +27.0% |
| 3Y | +21.5% | -44.1% | +65.6% | +29.3% |
| 5Y | +31.6% | -66.2% | +97.8% | +52.8% |
| 10Y | +216.1% | -54.8% | +270.8% | +182.4% |
| All | +2,903.2% | +1,034.6% | +1,868.6% | +637.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling