+26.4%
HPQ vs TRU
-2.2%
+28.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.2% | +1.1% |
| 7D | +3.5% | -9.4% | +12.9% | +6.3% |
| 30D | +13.7% | -4.1% | +17.8% | +14.8% |
| 3M | +33.9% | +13.6% | +20.3% | +28.6% |
| 6M | +80.9% | +3.6% | +77.3% | +77.8% |
| YTD | +52.6% | -9.8% | +62.4% | +54.8% |
| 1Y | +21.2% | -13.6% | +34.9% | +24.0% |
| All | +26.4% | -2.2% | +28.7% | +23.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling