+111.9%
HPQ vs TE
-52.9%
+164.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +0.7% | +7.7% | +8.4% |
| 7D | +9.8% | +0.2% | +9.5% | +9.7% |
| 30D | +22.4% | -5.9% | +28.3% | +22.5% |
| 3M | +45.2% | -45.6% | +90.7% | +48.8% |
| 6M | +96.4% | -43.4% | +139.8% | +97.2% |
| YTD | +65.4% | -31.0% | +96.4% | +61.9% |
| 1Y | +31.6% | +145.2% | -113.6% | +13.5% |
| 3Y | +37.0% | -24.1% | +61.1% | +22.9% |
| 5Y | +53.0% | -48.1% | +101.1% | +37.6% |
| All | +111.9% | -52.9% | +164.7% | +89.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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