+2,544.1%
HPQ vs WM
+28,547.2%
-26,003.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.1% | -1.3% | -2.9% |
| 7D | -1.1% | +1.2% | -2.3% | -1.4% |
| 30D | -11.7% | +13.1% | -24.8% | -14.0% |
| 3M | +2.0% | +3.6% | -1.6% | +1.1% |
| 6M | +35.9% | +8.1% | +27.8% | +33.2% |
| YTD | +32.7% | +8.9% | +23.8% | +29.7% |
| 1Y | +14.3% | +20.3% | -6.0% | +9.3% |
| 3Y | +17.8% | +46.2% | -28.3% | +7.3% |
| 5Y | +7.6% | +59.9% | -52.3% | -4.1% |
| 10Y | +171.7% | +345.6% | -173.9% | +99.8% |
| All | +2,544.1% | +28,547.2% | -26,003.2% | +1,524.6% |
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