+17.8%
HPQ vs SW
+39.0%
-21.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.4% | -3.1% |
| 7D | -1.1% | +2.3% | -3.4% | -1.6% |
| 30D | -11.7% | +6.8% | -18.5% | -13.2% |
| 3M | +2.0% | -5.2% | +7.2% | +3.1% |
| 6M | +35.9% | +7.4% | +28.4% | +32.4% |
| YTD | +32.7% | +17.4% | +15.3% | +24.4% |
| 1Y | +14.3% | +27.1% | -12.8% | +4.5% |
| 3Y | +17.8% | +47.9% | -30.0% | +12.5% |
| All | +17.8% | +39.0% | -21.2% | +12.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling