+197.5%
HPQ vs TPR
+7,380.8%
-7,183.3%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | +6.9% | -2.3% | +9.2% | +7.7% |
| 30D | +14.4% | -23.0% | +37.4% | +22.5% |
| 3M | +25.6% | -12.5% | +38.1% | +29.0% |
| 6M | +75.0% | -21.4% | +96.5% | +84.1% |
| YTD | +50.7% | -3.5% | +54.2% | +48.2% |
| 1Y | +18.7% | +17.4% | +1.3% | +9.4% |
| 3Y | +21.5% | +291.3% | -269.7% | -24.6% |
| 5Y | +31.6% | +241.9% | -210.3% | -17.5% |
| 10Y | +216.1% | +322.7% | -106.6% | +65.8% |
| All | +197.5% | +7,380.8% | -7,183.3% | -39.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling