+21.3%
HPQ vs BWA
+17.4%
+3.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -2.5% | +8.4% | +6.2% |
| 7D | -7.8% | -9.9% | +2.1% | -6.3% |
| 30D | -4.9% | -16.4% | +11.5% | -2.4% |
| 3M | +4.9% | -19.8% | +24.7% | +8.3% |
| 6M | +47.1% | -10.0% | +57.0% | +49.2% |
| YTD | +39.5% | +12.7% | +26.8% | +26.0% |
| 1Y | +21.3% | +15.7% | +5.6% | +7.8% |
| All | +21.3% | +17.4% | +3.9% | +7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 1y: compounded portfolio wealth divided by compounded BWA 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…
1y analysis · Full analysis span regression · 6 months rolling