+21.3%
HPQ vs TRV
+54.4%
-33.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +3.5% | +2.4% | +4.7% |
| 7D | -7.8% | +3.9% | -11.6% | -8.9% |
| 30D | -4.9% | +13.5% | -18.4% | -8.0% |
| 3M | +4.9% | +8.9% | -4.0% | +2.4% |
| 6M | +47.1% | +36.8% | +10.3% | +44.6% |
| YTD | +39.5% | +42.7% | -3.2% | +35.2% |
| 1Y | +21.3% | +49.9% | -28.6% | +16.9% |
| All | +21.3% | +54.4% | -33.2% | +16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 TRV 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