+243.8%
HPQ vs NWSA
+149.4%
+94.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +0.2% | +8.2% | +8.3% |
| 7D | +9.8% | -2.8% | +12.6% | +11.3% |
| 30D | +22.4% | +3.0% | +19.3% | +20.5% |
| 3M | +45.2% | +12.3% | +32.8% | +36.6% |
| 6M | +96.4% | +21.9% | +74.6% | +77.3% |
| YTD | +65.4% | +13.6% | +51.8% | +53.9% |
| 1Y | +31.6% | +0.5% | +31.1% | +29.8% |
| 3Y | +37.0% | +43.8% | -6.7% | +13.0% |
| 5Y | +53.0% | +41.2% | +11.8% | +23.7% |
| All | +243.8% | +149.4% | +94.5% | +110.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 10y: compounded portfolio wealth divided by compounded NWSA 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…
10y analysis · Full analysis span regression · 6 months rolling