+753.8%
IWM vs HPQ
+160.4%
+593.5%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.9% |
| 7D | +1.4% | +3.2% | -1.7% | +0.3% |
| 30D | +2.3% | -3.6% | +5.9% | +3.1% |
| 3M | -8.3% | -5.3% | -3.0% | -7.9% |
| 6M | -1.3% | +41.1% | -42.5% | -15.7% |
| YTD | +13.5% | +36.9% | -23.4% | -2.9% |
| 1Y | +18.4% | +23.5% | -5.1% | +4.9% |
| 3Y | +69.6% | +19.6% | +50.0% | +47.6% |
| 5Y | +23.3% | +11.4% | +11.9% | +7.5% |
| 10Y | +147.0% | +160.6% | -13.6% | +52.4% |
| All | +753.8% | +160.4% | +593.5% | +324.3% |
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