+1,713.0%
HPQ vs BWA
+3,424.3%
-1,711.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.9% | -2.6% | -3.8% |
| 7D | -0.5% | +4.3% | -4.8% | -2.0% |
| 30D | +3.7% | -2.9% | +6.6% | +4.7% |
| 3M | +24.3% | -12.4% | +36.7% | +29.8% |
| 6M | +64.8% | +28.6% | +36.2% | +47.4% |
| YTD | +43.9% | +48.2% | -4.3% | +19.7% |
| 1Y | +11.7% | +50.9% | -39.3% | -8.0% |
| 3Y | +19.7% | +72.2% | -52.5% | -8.4% |
| 5Y | +32.2% | +91.1% | -58.8% | -4.3% |
| 10Y | +198.9% | +144.0% | +54.9% | +89.6% |
| All | +1,713.0% | +3,424.3% | -1,711.3% | +332.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling