+156.1%
HPQ vs SW
+177.1%
-21.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.5% | +1.8% |
| 7D | +3.2% | -2.9% | +6.1% | +3.5% |
| 30D | -3.6% | +5.0% | -8.6% | -4.2% |
| 3M | -5.3% | -13.7% | +8.4% | -3.6% |
| 6M | +41.1% | +8.0% | +33.1% | +39.3% |
| YTD | +36.9% | +14.0% | +22.9% | +33.6% |
| 1Y | +23.5% | +25.6% | -2.1% | +19.0% |
| 3Y | +19.6% | +40.1% | -20.5% | +14.5% |
| 5Y | +11.4% | -2.6% | +14.0% | +7.4% |
| All | +156.1% | +177.1% | -21.0% | +125.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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