+36.2%
HPQ vs SW
-2.3%
+38.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.3% | +1.0% | +2.0% |
| 7D | +6.9% | -5.1% | +12.0% | +7.8% |
| 30D | +14.4% | -4.6% | +19.0% | +15.3% |
| 3M | +25.6% | +9.4% | +16.2% | +23.5% |
| 6M | +75.0% | +3.5% | +71.5% | +72.9% |
| YTD | +50.7% | +22.0% | +28.7% | +44.6% |
| 1Y | +18.7% | +2.2% | +16.4% | +16.8% |
| 3Y | +21.5% | +19.6% | +1.9% | +16.8% |
| All | +36.2% | -2.3% | +38.6% | +28.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling