+22.4%
HPQ vs WM
+46.1%
-23.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.5% | +2.3% |
| 7D | +6.9% | -0.3% | +7.3% | +7.0% |
| 30D | +14.4% | -2.4% | +16.8% | +14.6% |
| 3M | +25.6% | +0.4% | +25.2% | +25.6% |
| 6M | +75.0% | -9.5% | +84.5% | +77.3% |
| YTD | +50.7% | +0.5% | +50.2% | +50.7% |
| 1Y | +18.7% | -1.1% | +19.7% | +19.0% |
| All | +22.4% | +46.1% | -23.7% | +20.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling