+8,900.5%
WMT vs HPQ
+3,044.5%
+5,856.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.9% | -5.1% | -1.0% |
| 7D | -0.2% | +2.2% | -2.5% | -0.6% |
| 30D | -5.8% | +9.7% | -15.6% | -7.4% |
| 3M | -10.8% | +32.7% | -43.5% | -15.0% |
| 6M | -14.3% | +77.7% | -92.1% | -22.8% |
| YTD | -4.4% | +51.0% | -55.4% | -11.7% |
| 1Y | +4.3% | +18.4% | -14.1% | -0.1% |
| 3Y | +100.1% | +25.6% | +74.5% | +86.3% |
| 5Y | +130.8% | +38.6% | +92.2% | +106.9% |
| 10Y | +433.7% | +226.1% | +207.6% | +293.0% |
| All | +8,900.5% | +3,044.5% | +5,856.0% | +2,738.0% |
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 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