+13.1%
HPQ vs SW
-0.1%
+13.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +4.1% | +1.8% | +5.2% |
| 7D | -7.8% | +12.1% | -19.8% | -9.5% |
| 30D | -4.9% | +6.6% | -11.4% | -5.9% |
| 3M | +4.9% | -6.0% | +10.9% | +5.8% |
| 6M | +47.1% | +21.5% | +25.6% | +41.7% |
| YTD | +39.5% | +20.3% | +19.2% | +33.7% |
| 1Y | +21.3% | +28.1% | -6.9% | +14.9% |
| 3Y | +23.5% | +51.6% | -28.1% | +16.1% |
| All | +13.1% | -0.1% | +13.2% | +5.3% |
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