+160.9%
HPQ vs TRGP
+2,265.4%
-2,104.5%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.5% | -6.0% | -4.9% |
| 7D | -0.5% | -0.6% | +0.1% | -0.4% |
| 30D | +3.7% | +14.6% | -10.8% | 0.0% |
| 3M | +24.3% | +11.9% | +12.4% | +20.1% |
| 6M | +64.8% | +25.3% | +39.5% | +54.2% |
| YTD | +43.9% | +61.9% | -18.0% | +25.8% |
| 1Y | +11.7% | +87.3% | -75.6% | -6.3% |
| 3Y | +19.7% | +268.0% | -248.3% | -16.4% |
| 5Y | +32.2% | +638.2% | -606.0% | -23.2% |
| 10Y | +198.9% | +821.9% | -623.0% | +36.6% |
| All | +160.9% | +2,265.4% | -2,104.5% | -23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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