+19.7%
HPQ vs HWM
+385.3%
-365.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -10.7% | +6.2% | -2.9% |
| 7D | -0.5% | -9.2% | +8.7% | +0.9% |
| 30D | +3.7% | -17.9% | +21.6% | +6.6% |
| 3M | +24.3% | -6.0% | +30.4% | +24.8% |
| 6M | +64.8% | -7.4% | +72.1% | +64.9% |
| YTD | +43.9% | +13.1% | +30.8% | +37.3% |
| 1Y | +11.7% | +29.3% | -17.7% | +3.1% |
| 3Y | +19.7% | +389.9% | -370.2% | -18.2% |
| All | +19.7% | +385.3% | -365.7% | -18.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling