+243.8%
HPQ vs GWW
+570.2%
-326.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +0.7% | +7.7% | +8.1% |
| 7D | +9.8% | -3.4% | +13.1% | +11.5% |
| 30D | +22.4% | -1.9% | +24.3% | +23.4% |
| 3M | +45.2% | -2.4% | +47.6% | +46.1% |
| 6M | +96.4% | +15.7% | +80.7% | +82.0% |
| YTD | +65.4% | +27.6% | +37.8% | +46.1% |
| 1Y | +31.6% | +27.2% | +4.4% | +16.4% |
| 3Y | +37.0% | +89.7% | -52.6% | -0.2% |
| 5Y | +53.0% | +223.9% | -170.9% | -14.1% |
| All | +243.8% | +570.2% | -326.3% | +54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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