+217.2%
HPQ vs W
+155.6%
+61.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.7% | +3.7% | +1.4% |
| 7D | +3.5% | +0.5% | +3.0% | +3.4% |
| 30D | +13.7% | -5.6% | +19.3% | +14.5% |
| 3M | +33.9% | +41.9% | -8.1% | +25.3% |
| 6M | +80.9% | +30.2% | +50.7% | +70.2% |
| YTD | +52.6% | -2.9% | +55.5% | +49.1% |
| 1Y | +21.2% | +11.6% | +9.7% | +15.0% |
| 3Y | +26.9% | +37.0% | -10.1% | +9.2% |
| 5Y | +41.1% | -62.8% | +104.0% | +31.0% |
| All | +217.2% | +155.6% | +61.5% | +102.5% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded W 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling