+114.6%
HPQ vs TW
+211.2%
-96.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.1% | +5.0% | +4.9% |
| 7D | +2.2% | -0.5% | +2.7% | +2.4% |
| 30D | +9.7% | -0.6% | +10.4% | +9.9% |
| 3M | +32.7% | +3.4% | +29.3% | +31.1% |
| 6M | +77.7% | -18.4% | +96.2% | +86.8% |
| YTD | +51.0% | -3.9% | +54.9% | +51.1% |
| 1Y | +18.4% | -13.3% | +31.7% | +21.8% |
| 3Y | +25.6% | +20.8% | +4.7% | +13.1% |
| 5Y | +38.6% | +20.3% | +18.4% | +21.7% |
| All | +114.6% | +211.2% | -96.6% | +41.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling