+2,909.2%
HPQ vs TRV
+6,571.7%
-3,662.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.3% | +4.6% | +4.8% |
| 7D | +2.2% | +0.2% | +2.1% | +2.1% |
| 30D | +9.7% | -2.3% | +12.1% | +10.7% |
| 3M | +32.7% | +22.7% | +10.0% | +22.2% |
| 6M | +77.7% | +21.9% | +55.8% | +63.4% |
| YTD | +51.0% | +27.5% | +23.5% | +36.3% |
| 1Y | +18.4% | +36.2% | -17.8% | +3.9% |
| 3Y | +25.6% | +140.6% | -115.0% | -14.2% |
| 5Y | +38.6% | +154.5% | -115.9% | -8.3% |
| 10Y | +226.1% | +295.4% | -69.3% | +79.7% |
| All | +2,909.2% | +6,571.7% | -3,662.5% | +398.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling