+8,627.7%
WFC vs HPQ
+3,038.3%
+5,589.4%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.2% | -1.3% | +0.2% |
| 7D | +3.8% | +6.9% | -3.2% | +1.8% |
| 30D | +1.5% | +14.4% | -13.0% | -2.7% |
| 3M | +10.9% | +25.6% | -14.8% | +3.0% |
| 6M | +8.4% | +75.0% | -66.6% | -9.8% |
| YTD | -1.9% | +50.7% | -52.6% | -14.9% |
| 1Y | +12.3% | +18.7% | -6.3% | +4.0% |
| 3Y | +132.3% | +21.5% | +110.8% | +109.2% |
| 5Y | +130.1% | +31.6% | +98.5% | +99.2% |
| 10Y | +134.4% | +216.1% | -81.7% | +56.8% |
| All | +8,627.7% | +3,038.3% | +5,589.4% | +2,750.5% |
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