+154.8%
HPQ vs WM
+337.2%
-182.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.9% | -0.8% |
| 7D | -0.6% | -0.5% | -0.2% | -0.4% |
| 30D | -6.5% | +13.3% | -19.8% | -12.2% |
| 3M | -5.1% | +4.4% | -9.5% | -7.3% |
| 6M | +27.3% | +10.8% | +16.5% | +19.9% |
| YTD | +31.7% | +9.1% | +22.6% | +24.3% |
| 1Y | +13.0% | +19.1% | -6.2% | +1.3% |
| 3Y | +18.3% | +45.7% | -27.4% | -9.8% |
| 5Y | +7.4% | +60.4% | -53.1% | -24.7% |
| 10Y | +154.8% | +328.7% | -173.9% | -0.7% |
| All | +154.8% | +337.2% | -182.4% | -0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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