+37.0%
HPQ vs TW
+19.1%
+18.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -1.0% | +9.4% | +8.5% |
| 7D | +9.8% | -4.5% | +14.2% | +10.3% |
| 30D | +22.4% | -2.3% | +24.6% | +22.6% |
| 3M | +45.2% | +2.6% | +42.6% | +44.9% |
| 6M | +96.4% | -17.5% | +114.0% | +100.7% |
| YTD | +65.4% | -5.3% | +70.7% | +66.5% |
| 1Y | +31.6% | -14.8% | +46.3% | +33.8% |
| 3Y | +37.0% | +18.8% | +18.2% | +31.3% |
| All | +37.0% | +19.1% | +18.0% | +31.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling