+125.7%
HPQ vs SW
+730.4%
-604.7%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.5% |
| 7D | -7.5% | +4.7% | -12.2% | -7.8% |
| 30D | -7.2% | +5.0% | -12.2% | -7.5% |
| 3M | +4.2% | -7.3% | +11.6% | +4.7% |
| 6M | +42.3% | +15.0% | +27.3% | +40.6% |
| YTD | +37.2% | +18.5% | +18.7% | +35.1% |
| 1Y | +16.1% | +27.1% | -11.0% | +13.8% |
| 3Y | +21.5% | +49.3% | -27.8% | +18.3% |
| 5Y | +11.3% | -1.6% | +12.9% | +8.9% |
| 10Y | +181.0% | +185.4% | -4.3% | +162.9% |
| All | +125.7% | +730.4% | -604.7% | +115.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling