+182.6%
HPQ vs HWM
+1,272.7%
-1,090.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | -1.9% | +11.1% | -13.0% | -5.3% |
| 30D | -5.7% | +3.0% | -8.7% | -7.4% |
| 3M | -0.4% | -20.7% | +20.3% | +6.5% |
| 6M | +40.0% | -17.2% | +57.2% | +46.3% |
| YTD | +34.6% | +9.1% | +25.6% | +25.5% |
| 1Y | +20.4% | +9.0% | +11.4% | +12.0% |
| 3Y | +18.3% | +353.8% | -335.5% | -38.5% |
| 5Y | +9.6% | +608.0% | -598.5% | -52.3% |
| 10Y | +156.3% | +1,510.3% | -1,354.0% | -17.0% |
| All | +182.6% | +1,272.7% | -1,090.1% | -8.3% |
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 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