+165.3%
IWM vs HPQ
+231.8%
-66.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.1% | -1.4% |
| 7D | -2.5% | +3.5% | -6.0% | -3.9% |
| 30D | -4.4% | +13.7% | -18.1% | -9.4% |
| 3M | +2.2% | +33.9% | -31.6% | -9.8% |
| 6M | +14.0% | +80.9% | -66.9% | -12.8% |
| YTD | +17.4% | +52.6% | -35.2% | -4.1% |
| 1Y | +22.9% | +21.2% | +1.7% | +10.0% |
| 3Y | +62.1% | +26.9% | +35.2% | +36.7% |
| 5Y | +38.2% | +41.1% | -3.0% | +6.9% |
| All | +165.3% | +231.8% | -66.6% | +44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HPQ.
Daily Out/Under-Performance
Portfolio return minus HPQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HPQ 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 HPQ 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