+96.4%
HPQ vs TDY
-7.1%
+103.6%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +1.2% | +7.2% | +8.5% |
| 7D | +9.8% | -1.1% | +10.9% | +9.6% |
| 30D | +22.4% | -12.0% | +34.4% | +20.4% |
| 3M | +45.2% | -3.2% | +48.4% | +45.1% |
| 6M | +96.4% | -7.9% | +104.3% | +97.2% |
| All | +96.4% | -7.1% | +103.6% | +97.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling