+20.0%
HPQ vs HWM
+29.5%
-9.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.5% | +4.5% | +4.9% |
| 7D | +2.2% | -8.0% | +10.3% | +2.3% |
| 30D | +9.7% | -18.0% | +27.8% | +8.7% |
| 3M | +32.7% | -9.5% | +42.2% | +32.4% |
| 6M | +77.7% | -8.4% | +86.1% | +76.7% |
| YTD | +51.0% | +13.6% | +37.4% | +43.8% |
| All | +20.0% | +29.5% | -9.5% | +6.3% |
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