+23.1%
HPQ vs HWM
+7.8%
+15.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.3% | -0.4% | +2.2% |
| 7D | -3.2% | +5.0% | -8.2% | -2.6% |
| 30D | -3.0% | +1.5% | -4.6% | -2.6% |
| 3M | +0.6% | -20.3% | +20.9% | -1.6% |
| 6M | +36.6% | -18.0% | +54.6% | +34.9% |
| YTD | +35.0% | +9.5% | +25.5% | +37.3% |
| 1Y | +23.1% | +7.5% | +15.6% | +27.2% |
| All | +23.1% | +7.8% | +15.3% | +27.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling