+151.9%
HPQ vs W
+211.1%
-59.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.3% | +0.1% |
| 7D | -1.9% | -1.7% | -0.2% | -1.7% |
| 30D | -5.7% | +3.2% | -8.9% | -6.3% |
| 3M | -0.4% | +8.3% | -8.7% | -2.1% |
| 6M | +40.0% | +84.3% | -44.3% | +25.3% |
| YTD | +34.6% | +11.0% | +23.6% | +28.6% |
| 1Y | +20.4% | -0.2% | +20.6% | +16.6% |
| 3Y | +18.3% | +157.9% | -139.6% | -6.8% |
| 5Y | +9.6% | -56.8% | +66.4% | -0.7% |
| All | +151.9% | +211.1% | -59.2% | +61.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling