+216.3%
HPQ vs HWM
+1,494.1%
-1,277.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.7% | +2.4% |
| 7D | +6.9% | -2.1% | +9.1% | +7.6% |
| 30D | +14.4% | -11.0% | +25.4% | +18.8% |
| 3M | +25.6% | +4.0% | +21.6% | +22.9% |
| 6M | +75.0% | -0.2% | +75.3% | +72.1% |
| YTD | +50.7% | +26.7% | +24.0% | +35.0% |
| 1Y | +18.7% | +44.7% | -26.1% | +0.9% |
| 3Y | +21.5% | +426.1% | -404.6% | -39.4% |
| 5Y | +31.6% | +738.5% | -706.9% | -45.4% |
| All | +216.3% | +1,494.1% | -1,277.8% | -1.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling