+51.0%
HPQ vs TRU
-35.6%
+86.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +1.0% | +7.4% | +8.1% |
| 7D | +9.8% | -2.7% | +12.5% | +10.9% |
| 30D | +22.4% | -2.0% | +24.4% | +23.0% |
| 3M | +45.2% | +18.4% | +26.7% | +36.1% |
| 6M | +96.4% | +8.9% | +87.6% | +88.9% |
| YTD | +65.4% | -8.9% | +74.3% | +68.0% |
| 1Y | +31.6% | -15.9% | +47.4% | +36.9% |
| 3Y | +37.0% | -1.1% | +38.1% | +31.9% |
| All | +51.0% | -35.6% | +86.5% | +71.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling