+145.0%
WFC vs HPQ
+259.7%
-114.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +8.4% | -7.5% | -2.3% |
| 7D | +0.4% | +9.8% | -9.4% | -3.4% |
| 30D | +1.5% | +22.4% | -20.8% | -6.7% |
| 3M | +10.2% | +45.2% | -35.0% | -6.1% |
| 6M | +18.8% | +96.4% | -77.6% | -13.1% |
| YTD | -1.5% | +65.4% | -66.9% | -22.6% |
| 1Y | +13.5% | +31.6% | -18.0% | -2.1% |
| 3Y | +135.0% | +37.0% | +97.9% | +90.2% |
| 5Y | +130.1% | +53.0% | +77.1% | +69.3% |
| All | +145.0% | +259.7% | -114.8% | +29.4% |
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