+217.0%
HPQ vs HWM
+1,330.2%
-1,113.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.5% | +4.5% | +4.8% |
| 7D | +2.2% | -8.0% | +10.3% | +5.1% |
| 30D | +9.7% | -18.0% | +27.8% | +17.2% |
| 3M | +32.7% | -9.5% | +42.2% | +36.2% |
| 6M | +77.7% | -8.4% | +86.1% | +79.7% |
| YTD | +51.0% | +13.6% | +37.4% | +40.2% |
| 1Y | +18.4% | +30.2% | -11.8% | +4.2% |
| 3Y | +25.6% | +392.2% | -366.7% | -36.1% |
| 5Y | +38.6% | +645.2% | -606.6% | -40.1% |
| All | +217.0% | +1,330.2% | -1,113.3% | +2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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