+2,909.2%
HPQ vs WY
+673.4%
+2,235.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.4% | +5.4% | +5.1% |
| 7D | +2.2% | -1.7% | +3.9% | +2.9% |
| 30D | +9.7% | -9.9% | +19.6% | +14.3% |
| 3M | +32.7% | -7.5% | +40.2% | +36.6% |
| 6M | +77.7% | -5.1% | +82.9% | +80.1% |
| YTD | +51.0% | -2.1% | +53.1% | +50.5% |
| 1Y | +18.4% | -7.3% | +25.7% | +20.3% |
| 3Y | +25.6% | -22.6% | +48.2% | +35.5% |
| 5Y | +38.6% | -19.8% | +58.4% | +47.4% |
| 10Y | +226.1% | +9.6% | +216.6% | +192.4% |
| All | +2,909.2% | +673.4% | +2,235.8% | +911.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling