+2,909.2%
HPQ vs ITW
+9,371.1%
-6,461.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.7% | +6.7% | +5.9% |
| 7D | +2.2% | -1.9% | +4.1% | +3.2% |
| 30D | +9.7% | -10.4% | +20.1% | +16.4% |
| 3M | +32.7% | +3.5% | +29.2% | +29.9% |
| 6M | +77.7% | -3.4% | +81.1% | +79.8% |
| YTD | +51.0% | +8.5% | +42.5% | +42.9% |
| 1Y | +18.4% | +3.2% | +15.2% | +15.0% |
| 3Y | +25.6% | +18.9% | +6.7% | +13.2% |
| 5Y | +38.6% | +35.0% | +3.6% | +16.8% |
| 10Y | +226.1% | +188.6% | +37.5% | +84.9% |
| All | +2,909.2% | +9,371.1% | -6,461.9% | +214.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling