+147.8%
HPQ vs SW
+755.0%
-607.2%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.3% | +1.0% | +2.1% |
| 7D | +6.9% | -5.1% | +12.0% | +7.3% |
| 30D | +14.4% | -4.6% | +19.0% | +14.8% |
| 3M | +25.6% | +9.4% | +16.2% | +24.7% |
| 6M | +75.0% | +3.5% | +71.5% | +74.1% |
| YTD | +50.7% | +22.0% | +28.7% | +48.1% |
| 1Y | +18.7% | +2.2% | +16.4% | +17.9% |
| 3Y | +21.5% | +19.6% | +1.9% | +19.3% |
| 5Y | +31.6% | -2.3% | +33.9% | +28.7% |
| 10Y | +216.1% | +181.4% | +34.7% | +195.3% |
| All | +147.8% | +755.0% | -607.2% | +136.4% |
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