+38.2%
IWM vs HPQ
+39.0%
-0.8%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.9% | -6.3% | -2.9% |
| 7D | -1.1% | +2.2% | -3.4% | -1.9% |
| 30D | -3.1% | +9.7% | -12.9% | -6.2% |
| 3M | +2.2% | +32.7% | -30.5% | -7.5% |
| 6M | +15.1% | +77.7% | -62.6% | -7.7% |
| YTD | +18.6% | +51.0% | -32.4% | +0.6% |
| 1Y | +24.0% | +18.4% | +5.6% | +14.9% |
| 3Y | +63.7% | +25.6% | +38.2% | +42.0% |
| 5Y | +38.2% | +38.6% | -0.4% | +17.0% |
| All | +38.2% | +39.0% | -0.8% | +17.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling