+198.9%
HPQ vs WM
+305.2%
-106.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.6% | -4.0% | -4.2% |
| 7D | -0.5% | -0.9% | +0.4% | 0.0% |
| 30D | +3.7% | -4.3% | +8.1% | +6.0% |
| 3M | +24.3% | +0.8% | +23.5% | +23.3% |
| 6M | +64.8% | -10.8% | +75.5% | +73.4% |
| YTD | +43.9% | -0.1% | +44.0% | +42.0% |
| 1Y | +11.7% | +1.0% | +10.6% | +9.0% |
| 3Y | +19.7% | +45.1% | -25.4% | -10.0% |
| 5Y | +32.2% | +52.1% | -19.9% | -5.7% |
| 10Y | +198.9% | +302.9% | -104.0% | +12.0% |
| All | +198.9% | +305.2% | -106.3% | +12.0% |
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