+32.2%
HPQ vs TPR
+230.0%
-197.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.7% | -0.8% | -3.4% |
| 7D | -0.5% | -3.4% | +2.9% | +0.6% |
| 30D | +3.7% | -27.3% | +31.0% | +13.3% |
| 3M | +24.3% | -16.2% | +40.5% | +29.1% |
| 6M | +64.8% | -17.9% | +82.6% | +70.6% |
| YTD | +43.9% | -7.1% | +51.0% | +41.7% |
| 1Y | +11.7% | +13.6% | -2.0% | +1.7% |
| 3Y | +19.7% | +293.7% | -274.1% | -33.9% |
| 5Y | +32.2% | +239.1% | -206.9% | -27.4% |
| All | +32.2% | +230.0% | -197.7% | -27.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling