+51.0%
HPQ vs TRI
-10.0%
+61.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +1.7% | +6.7% | +7.8% |
| 7D | +9.8% | -7.9% | +17.6% | +12.9% |
| 30D | +22.4% | -4.5% | +26.9% | +23.7% |
| 3M | +45.2% | +22.1% | +23.1% | +33.1% |
| 6M | +96.4% | -2.8% | +99.2% | +94.6% |
| YTD | +65.4% | -23.4% | +88.8% | +79.7% |
| 1Y | +31.6% | -41.5% | +73.1% | +59.9% |
| 3Y | +37.0% | -19.2% | +56.2% | +35.0% |
| All | +51.0% | -10.0% | +61.0% | +26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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