+220.1%
HPQ vs TRU
+228.6%
-8.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.8% | -1.7% | -3.3% |
| 7D | -0.5% | -7.2% | +6.7% | +2.5% |
| 30D | +3.7% | -2.8% | +6.5% | +4.7% |
| 3M | +24.3% | +13.0% | +11.3% | +17.2% |
| 6M | +64.8% | +0.7% | +64.1% | +62.2% |
| YTD | +43.9% | -9.0% | +52.9% | +46.4% |
| 1Y | +11.7% | -16.3% | +28.0% | +17.0% |
| 3Y | +19.7% | -1.1% | +20.7% | +10.0% |
| 5Y | +32.2% | -36.0% | +68.2% | +46.7% |
| 10Y | +198.9% | +139.9% | +59.0% | +84.6% |
| All | +220.1% | +228.6% | -8.4% | +79.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling