+228.2%
TER vs HPQ
+39.0%
+189.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.9% | -1.8% | +0.8% |
| 7D | +12.4% | +2.2% | +10.1% | +11.0% |
| 30D | +5.1% | +9.7% | -4.6% | -0.5% |
| 3M | +4.0% | +32.7% | -28.8% | -12.4% |
| 6M | +29.5% | +77.7% | -48.2% | -12.1% |
| YTD | +98.5% | +51.0% | +47.5% | +47.6% |
| 1Y | +234.1% | +18.4% | +215.7% | +190.2% |
| 3Y | +289.0% | +25.6% | +263.5% | +213.6% |
| 5Y | +228.2% | +38.6% | +189.5% | +160.3% |
| All | +228.2% | +39.0% | +189.1% | +160.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling