+259.7%
HPQ vs TDY
+6,969.6%
-6,710.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | +3.5% | -1.9% | +5.4% | +4.1% |
| 30D | +13.7% | -12.5% | +26.2% | +18.3% |
| 3M | +33.9% | -0.8% | +34.7% | +33.8% |
| 6M | +80.9% | -9.0% | +89.9% | +84.8% |
| YTD | +52.6% | +16.8% | +35.8% | +43.6% |
| 1Y | +21.2% | +9.5% | +11.8% | +16.4% |
| 3Y | +26.9% | +45.4% | -18.5% | +11.0% |
| 5Y | +41.1% | +37.8% | +3.3% | +25.5% |
| 10Y | +229.6% | +470.2% | -240.7% | +99.0% |
| All | +259.7% | +6,969.6% | -6,710.0% | +27.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling