+18.4%
HPQ vs TPR
+9.9%
+8.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -3.3% | +8.2% | +5.1% |
| 7D | +2.2% | -7.3% | +9.5% | +2.8% |
| 30D | +9.7% | -30.7% | +40.5% | +12.8% |
| 3M | +32.7% | -21.6% | +54.3% | +33.7% |
| 6M | +77.7% | -21.3% | +99.0% | +77.3% |
| YTD | +51.0% | -10.2% | +61.2% | +43.8% |
| 1Y | +18.4% | +9.5% | +8.9% | +4.1% |
| All | +18.4% | +9.9% | +8.5% | +4.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling