+243.8%
HPQ vs WY
+7.6%
+236.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +0.3% | +8.1% | +8.2% |
| 7D | +9.8% | -4.2% | +13.9% | +12.1% |
| 30D | +22.4% | -10.1% | +32.4% | +28.8% |
| 3M | +45.2% | -8.5% | +53.7% | +51.2% |
| 6M | +96.4% | -3.3% | +99.8% | +97.7% |
| YTD | +65.4% | -4.4% | +69.8% | +66.3% |
| 1Y | +31.6% | -11.5% | +43.1% | +37.2% |
| 3Y | +37.0% | -24.3% | +61.3% | +51.8% |
| 5Y | +53.0% | -21.3% | +74.3% | +65.6% |
| All | +243.8% | +7.6% | +236.3% | +206.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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