+308.8%
HPQ vs NWSA
+123.2%
+185.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.9% | -2.6% | -3.6% |
| 7D | -0.5% | -2.6% | +2.2% | +0.7% |
| 30D | +3.7% | +4.6% | -0.8% | +1.6% |
| 3M | +24.3% | +10.2% | +14.1% | +18.3% |
| 6M | +64.8% | +21.6% | +43.1% | +49.5% |
| YTD | +43.9% | +14.6% | +29.3% | +33.7% |
| 1Y | +11.7% | +0.4% | +11.3% | +10.2% |
| 3Y | +19.7% | +45.0% | -25.3% | -0.9% |
| 5Y | +32.2% | +41.3% | -9.1% | +8.0% |
| 10Y | +198.9% | +142.8% | +56.1% | +80.1% |
| All | +308.8% | +123.2% | +185.7% | +151.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling