+41.1%
HPQ vs TE
-49.6%
+90.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.7% | +7.8% | +1.4% |
| 7D | +3.5% | +0.9% | +2.6% | +3.4% |
| 30D | +13.7% | -16.3% | +30.0% | +14.5% |
| 3M | +33.9% | -40.8% | +74.6% | +36.4% |
| 6M | +80.9% | -42.6% | +123.5% | +81.4% |
| YTD | +52.6% | -31.4% | +84.0% | +49.4% |
| 1Y | +21.2% | +144.9% | -123.7% | +4.5% |
| 3Y | +26.9% | -26.0% | +52.9% | +14.9% |
| 5Y | +41.1% | -48.5% | +89.6% | +26.4% |
| All | +41.1% | -49.6% | +90.8% | +26.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling