+84.3%
HPQ vs TE
-48.3%
+132.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +10.0% | -14.5% | -5.0% |
| 7D | -0.5% | +18.2% | -18.7% | -1.4% |
| 30D | +3.7% | -13.5% | +17.2% | +4.3% |
| 3M | +24.3% | -44.6% | +68.9% | +27.3% |
| 6M | +64.8% | -24.7% | +89.5% | +62.3% |
| YTD | +43.9% | -24.3% | +68.2% | +40.2% |
| 1Y | +11.7% | +155.6% | -143.9% | -3.7% |
| 3Y | +19.7% | -18.3% | +37.9% | +7.1% |
| 5Y | +32.2% | -41.3% | +73.5% | +18.1% |
| All | +84.3% | -48.3% | +132.6% | +64.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling