+676.3%
HPQ vs TRI
+509.5%
+166.9%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +1.7% | +6.7% | +7.6% |
| 7D | +9.8% | -7.9% | +17.6% | +14.1% |
| 30D | +22.4% | -4.5% | +26.9% | +24.3% |
| 3M | +45.2% | +22.1% | +23.1% | +29.1% |
| 6M | +96.4% | -2.8% | +99.2% | +93.6% |
| YTD | +65.4% | -23.4% | +88.8% | +80.3% |
| 1Y | +31.6% | -41.5% | +73.1% | +64.3% |
| 3Y | +37.0% | -19.2% | +56.2% | +40.6% |
| 5Y | +53.0% | -9.4% | +62.4% | +46.3% |
| 10Y | +257.2% | +195.6% | +61.7% | +83.0% |
| All | +676.3% | +509.5% | +166.9% | +124.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling