+13.1%
HPQ vs BWA
+27.4%
-14.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.7% |
| 7D | +3.2% | +4.3% | -1.1% | +1.5% |
| 30D | -3.6% | -13.0% | +9.4% | +1.2% |
| 3M | -5.3% | -24.8% | +19.5% | +4.8% |
| 6M | +41.1% | -23.5% | +64.7% | +53.6% |
| YTD | +36.9% | +13.8% | +23.0% | +22.4% |
| 1Y | +23.5% | +13.4% | +10.1% | +10.6% |
| 3Y | +19.6% | +62.8% | -43.2% | -12.4% |
| All | +13.1% | +27.4% | -14.4% | -14.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling