+39.3%
HPQ vs TRV
+157.5%
-118.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.9% |
| 7D | +3.5% | -1.5% | +5.0% | +4.0% |
| 30D | +13.7% | -1.8% | +15.5% | +14.3% |
| 3M | +33.9% | +21.6% | +12.3% | +25.9% |
| 6M | +80.9% | +22.5% | +58.5% | +69.5% |
| YTD | +52.6% | +28.1% | +24.4% | +40.6% |
| 1Y | +21.2% | +37.0% | -15.8% | +9.1% |
| 3Y | +26.9% | +141.9% | -115.0% | -11.0% |
| All | +39.3% | +157.5% | -118.2% | -5.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling