+37.0%
HPQ vs ITW
+20.2%
+16.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +1.1% | +7.3% | +7.7% |
| 7D | +9.8% | -0.7% | +10.5% | +10.3% |
| 30D | +22.4% | -8.3% | +30.7% | +29.3% |
| 3M | +45.2% | +6.0% | +39.1% | +39.6% |
| 6M | +96.4% | 0.0% | +96.4% | +95.6% |
| YTD | +65.4% | +10.2% | +55.2% | +51.7% |
| 1Y | +31.6% | +3.2% | +28.4% | +26.9% |
| 3Y | +37.0% | +21.0% | +16.1% | +18.3% |
| All | +37.0% | +20.2% | +16.8% | +18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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