+25.1%
HPQ vs BWA
+67.1%
-42.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.5% | +6.4% | +5.3% |
| 7D | +2.2% | +0.1% | +2.1% | +2.2% |
| 30D | +9.7% | -5.6% | +15.3% | +11.4% |
| 3M | +32.7% | -10.7% | +43.4% | +36.6% |
| 6M | +77.7% | +23.2% | +54.5% | +64.5% |
| YTD | +51.0% | +46.0% | +5.0% | +27.9% |
| 1Y | +18.4% | +51.2% | -32.8% | -1.5% |
| All | +25.1% | +67.1% | -42.0% | -11.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling