+243.8%
HPQ vs TDY
+479.2%
-235.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +1.2% | +7.2% | +7.8% |
| 7D | +9.8% | -1.1% | +10.9% | +10.4% |
| 30D | +22.4% | -12.0% | +34.4% | +30.8% |
| 3M | +45.2% | -3.2% | +48.4% | +46.9% |
| 6M | +96.4% | -7.9% | +104.3% | +102.2% |
| YTD | +65.4% | +18.2% | +47.2% | +46.3% |
| 1Y | +31.6% | +6.7% | +24.9% | +23.3% |
| 3Y | +37.0% | +47.5% | -10.5% | +4.6% |
| 5Y | +53.0% | +39.5% | +13.5% | +19.4% |
| All | +243.8% | +479.2% | -235.4% | +39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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