+995.4%
TER vs HPQ
+160.1%
+835.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.7% | -7.0% | -6.2% |
| 7D | +14.4% | +3.2% | +11.2% | +12.6% |
| 30D | -30.6% | -3.6% | -27.0% | -30.0% |
| 3M | -39.2% | -5.3% | -33.9% | -39.1% |
| 6M | -31.3% | +41.1% | -72.4% | -47.1% |
| YTD | +29.1% | +36.9% | -7.8% | -0.9% |
| 1Y | +47.4% | +23.5% | +23.9% | +19.7% |
| 3Y | +191.2% | +19.6% | +171.6% | +137.0% |
| 5Y | +74.0% | +11.4% | +62.6% | +45.9% |
| All | +995.4% | +160.1% | +835.3% | +504.3% |
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