+808.3%
IWM vs HPQ
+186.7%
+621.6%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.9% | -0.5% |
| 7D | +0.1% | +6.9% | -6.9% | -2.3% |
| 30D | -1.3% | +14.4% | -15.7% | -6.3% |
| 3M | +1.6% | +25.6% | -24.0% | -7.2% |
| 6M | +13.6% | +75.0% | -61.5% | -9.6% |
| YTD | +20.8% | +50.7% | -29.9% | +1.1% |
| 1Y | +26.4% | +18.7% | +7.8% | +14.8% |
| 3Y | +60.7% | +21.5% | +39.2% | +40.8% |
| 5Y | +38.2% | +31.6% | +6.6% | +14.7% |
| 10Y | +169.5% | +216.1% | -46.6% | +57.3% |
| All | +808.3% | +186.7% | +621.6% | +341.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling