+243.8%
HPQ vs EWT
+523.5%
-279.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +1.8% | +6.6% | +7.1% |
| 7D | +9.8% | -1.1% | +10.9% | +10.7% |
| 30D | +22.4% | +4.5% | +17.9% | +18.7% |
| 3M | +45.2% | +8.3% | +36.9% | +34.4% |
| 6M | +96.4% | +54.2% | +42.2% | +36.0% |
| YTD | +65.4% | +74.6% | -9.2% | +2.4% |
| 1Y | +31.6% | +84.9% | -53.3% | -22.4% |
| 3Y | +37.0% | +197.5% | -160.5% | -47.4% |
| 5Y | +53.0% | +150.6% | -97.6% | -32.1% |
| All | +243.8% | +523.5% | -279.7% | -25.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling