+1,851.9%
TER vs HPQ
+259.7%
+1,592.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +8.4% | -5.8% | -1.7% |
| 7D | +6.4% | +9.8% | -3.4% | +1.1% |
| 30D | -5.7% | +22.4% | -28.0% | -15.9% |
| 3M | -0.4% | +45.2% | -45.6% | -20.3% |
| 6M | +25.8% | +96.4% | -70.6% | -18.3% |
| YTD | +96.4% | +65.4% | +31.0% | +39.2% |
| 1Y | +229.2% | +31.6% | +197.7% | +165.7% |
| 3Y | +288.1% | +37.0% | +251.1% | +200.4% |
| 5Y | +219.9% | +53.0% | +166.9% | +130.7% |
| All | +1,851.9% | +259.7% | +1,592.2% | +840.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HPQ.
Daily Out/Under-Performance
Portfolio return minus HPQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HPQ 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 HPQ 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