+2,903.2%
HPQ vs WM
+26,336.4%
-23,433.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +78.2% |
| YTD | +50.7% | +0.5% | +50.2% | +49.9% |
| 1Y | +18.7% | -1.1% | +19.7% | +18.3% |
| 3Y | +21.5% | +46.0% | -24.5% | +10.6% |
| 5Y | +31.6% | +51.8% | -20.2% | +18.6% |
| 10Y | +216.1% | +307.5% | -91.5% | +136.9% |
| All | +2,903.2% | +26,336.4% | -23,433.1% | +1,777.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling