+77.7%
HPQ vs ITW
-2.3%
+80.0%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.7% | +6.7% | +5.3% |
| 7D | +2.2% | -1.9% | +4.1% | +2.7% |
| 30D | +9.7% | -10.4% | +20.1% | +13.1% |
| 3M | +32.7% | +3.5% | +29.2% | +35.8% |
| 6M | +77.7% | -3.4% | +81.1% | +85.2% |
| All | +77.7% | -2.3% | +80.0% | +85.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling