+18.7%
HPQ vs EWT
+99.0%
-80.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.9% | +0.4% | +1.9% |
| 7D | +6.9% | +4.0% | +3.0% | +6.2% |
| 30D | +14.4% | +10.3% | +4.1% | +12.3% |
| 3M | +25.6% | +6.1% | +19.5% | +24.3% |
| 6M | +75.0% | +56.6% | +18.4% | +52.9% |
| YTD | +50.7% | +76.6% | -25.9% | +19.8% |
| 1Y | +18.7% | +97.9% | -79.2% | -15.3% |
| All | +18.7% | +99.0% | -80.3% | -15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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