+36.2%
HPQ vs WM
+52.1%
-15.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.5% | +2.5% |
| 7D | +6.9% | -0.3% | +7.3% | +7.0% |
| 30D | +14.4% | -2.4% | +16.8% | +15.0% |
| 3M | +25.6% | +0.4% | +25.2% | +25.3% |
| 6M | +75.0% | -9.5% | +84.5% | +79.5% |
| YTD | +50.7% | +0.5% | +50.2% | +49.7% |
| 1Y | +18.7% | -1.1% | +19.7% | +18.3% |
| 3Y | +21.5% | +46.0% | -24.5% | +1.5% |
| All | +36.2% | +52.1% | -15.9% | +13.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling