+243.8%
HPQ vs BWA
+156.8%
+87.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +1.5% | +6.9% | +7.8% |
| 7D | +9.8% | -1.3% | +11.1% | +10.4% |
| 30D | +22.4% | -2.9% | +25.3% | +23.7% |
| 3M | +45.2% | -10.7% | +55.9% | +51.7% |
| 6M | +96.4% | +26.5% | +70.0% | +72.9% |
| YTD | +65.4% | +49.1% | +16.3% | +31.0% |
| 1Y | +31.6% | +52.1% | -20.5% | +2.9% |
| 3Y | +37.0% | +72.6% | -35.5% | -2.8% |
| 5Y | +53.0% | +89.4% | -36.4% | +0.3% |
| All | +243.8% | +156.8% | +87.1% | +88.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling