+243.8%
HPQ vs TGT
+207.4%
+36.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +0.1% | +8.3% | +8.4% |
| 7D | +9.8% | -5.2% | +15.0% | +11.7% |
| 30D | +22.4% | +1.2% | +21.2% | +21.5% |
| 3M | +45.2% | +18.4% | +26.8% | +36.3% |
| 6M | +96.4% | +33.4% | +63.0% | +76.1% |
| YTD | +65.4% | +63.8% | +1.6% | +37.5% |
| 1Y | +31.6% | +77.2% | -45.6% | +6.3% |
| 3Y | +37.0% | +41.8% | -4.8% | +14.4% |
| 5Y | +53.0% | -25.5% | +78.5% | +55.4% |
| All | +243.8% | +207.4% | +36.5% | +134.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 TGT 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