-12.6%
TLT vs HPQ
+160.1%
-172.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.4% |
| 7D | -3.1% | +3.2% | -6.3% | -3.0% |
| 30D | +1.0% | -3.6% | +4.7% | +0.9% |
| 3M | -2.7% | -5.3% | +2.6% | -2.8% |
| 6M | -4.1% | +41.1% | -45.3% | -2.2% |
| YTD | -5.4% | +36.9% | -42.2% | -3.5% |
| 1Y | -7.0% | +23.5% | -30.5% | -5.7% |
| 3Y | +2.8% | +19.6% | -16.8% | +4.9% |
| 5Y | -35.4% | +11.4% | -46.8% | -33.7% |
| All | -12.6% | +160.1% | -172.7% | -2.9% |
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