+243.8%
HPQ vs TRV
+306.9%
-63.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +2.1% | +6.3% | +7.3% |
| 7D | +9.8% | +1.9% | +7.8% | +8.8% |
| 30D | +22.4% | +1.7% | +20.6% | +21.3% |
| 3M | +45.2% | +23.9% | +21.3% | +29.8% |
| 6M | +96.4% | +26.3% | +70.2% | +73.2% |
| YTD | +65.4% | +30.8% | +34.6% | +42.9% |
| 1Y | +31.6% | +36.3% | -4.8% | +10.9% |
| 3Y | +37.0% | +145.0% | -108.0% | -20.3% |
| 5Y | +53.0% | +163.9% | -110.9% | -17.0% |
| All | +243.8% | +306.9% | -63.1% | +47.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling