+135.1%
HPQ vs TW
+206.7%
-71.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -1.0% | +9.4% | +8.7% |
| 7D | +9.8% | -4.5% | +14.2% | +11.1% |
| 30D | +22.4% | -2.3% | +24.6% | +23.0% |
| 3M | +45.2% | +2.6% | +42.6% | +43.6% |
| 6M | +96.4% | -17.5% | +114.0% | +105.7% |
| YTD | +65.4% | -5.3% | +70.7% | +66.1% |
| 1Y | +31.6% | -14.8% | +46.3% | +35.9% |
| 3Y | +37.0% | +18.8% | +18.2% | +24.0% |
| 5Y | +53.0% | +20.7% | +32.3% | +34.0% |
| All | +135.1% | +206.7% | -71.6% | +55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 10y: compounded portfolio wealth divided by compounded TW 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…
10y analysis · Full analysis span regression · 6 months rolling