+226.1%
HPQ vs TPR
+299.5%
-73.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -3.3% | +8.2% | +6.0% |
| 7D | +2.2% | -7.3% | +9.5% | +4.7% |
| 30D | +9.7% | -30.7% | +40.5% | +22.2% |
| 3M | +32.7% | -21.6% | +54.3% | +41.4% |
| 6M | +77.7% | -21.3% | +99.0% | +87.3% |
| YTD | +51.0% | -10.2% | +61.2% | +51.2% |
| 1Y | +18.4% | +9.5% | +8.9% | +10.2% |
| 3Y | +25.6% | +280.8% | -255.2% | -26.7% |
| 5Y | +38.6% | +218.7% | -180.1% | -17.0% |
| 10Y | +226.1% | +306.7% | -80.5% | +53.3% |
| All | +226.1% | +299.5% | -73.3% | +53.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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