+41.1%
HPQ vs NWSA
+39.0%
+2.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.4% |
| 7D | +3.5% | -4.8% | +8.3% | +6.0% |
| 30D | +13.7% | +3.0% | +10.7% | +12.0% |
| 3M | +33.9% | +9.3% | +24.5% | +27.4% |
| 6M | +80.9% | +23.2% | +57.7% | +61.6% |
| YTD | +52.6% | +13.3% | +39.2% | +41.8% |
| 1Y | +21.2% | +2.9% | +18.4% | +18.2% |
| 3Y | +26.9% | +43.3% | -16.4% | +4.0% |
| 5Y | +41.1% | +40.9% | +0.3% | +11.5% |
| All | +41.1% | +39.0% | +2.1% | +11.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling