+14,183.4%
TER vs HPQ
+3,038.3%
+11,145.1%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.2% | +3.3% | +4.2% |
| 7D | +0.6% | +6.9% | -6.3% | -3.2% |
| 30D | -8.3% | +14.4% | -22.7% | -16.0% |
| 3M | -12.2% | +25.6% | -37.8% | -24.9% |
| 6M | +17.1% | +75.0% | -58.0% | -20.5% |
| YTD | +84.7% | +50.7% | +34.0% | +35.2% |
| 1Y | +199.9% | +18.7% | +181.3% | +150.5% |
| 3Y | +232.8% | +21.5% | +211.2% | +170.8% |
| 5Y | +198.6% | +31.6% | +167.0% | +128.3% |
| 10Y | +1,669.7% | +216.1% | +1,453.7% | +650.4% |
| All | +14,183.4% | +3,038.3% | +11,145.1% | +1,827.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling