+2,524.6%
HPQ vs TT
+15,147.4%
-12,622.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.7% | -5.4% | -2.6% |
| 7D | -0.6% | +1.7% | -2.4% | -1.5% |
| 30D | -6.5% | -11.8% | +5.4% | -2.0% |
| 3M | -5.1% | -12.6% | +7.5% | -0.4% |
| 6M | +27.3% | -9.4% | +36.7% | +30.4% |
| YTD | +31.7% | +8.8% | +22.9% | +24.2% |
| 1Y | +13.0% | -2.5% | +15.5% | +11.4% |
| 3Y | +18.3% | +95.7% | -77.4% | -13.3% |
| 5Y | +7.4% | +135.7% | -128.4% | -28.1% |
| 10Y | +154.8% | +750.6% | -595.8% | +2.9% |
| All | +2,524.6% | +15,147.4% | -12,622.9% | +206.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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