+31.6%
HPQ vs TRU
-13.7%
+45.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +1.0% | +7.4% | +8.1% |
| 7D | +9.8% | -2.7% | +12.5% | +10.7% |
| 30D | +22.4% | -2.0% | +24.4% | +22.7% |
| 3M | +45.2% | +18.4% | +26.7% | +37.7% |
| 6M | +96.4% | +8.9% | +87.6% | +90.5% |
| YTD | +65.4% | -8.9% | +74.3% | +66.1% |
| 1Y | +31.6% | -15.9% | +47.4% | +32.0% |
| All | +31.6% | -13.7% | +45.2% | +32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 1y: compounded portfolio wealth divided by compounded TRU 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…
1y analysis · Full analysis span regression · 6 months rolling