-4.1%
TLT vs HPQ
+39.8%
-43.9%
-10.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.5% |
| 7D | -3.1% | +3.2% | -6.3% | -3.2% |
| 30D | +1.0% | -3.6% | +4.7% | +1.1% |
| 3M | -2.7% | -5.3% | +2.6% | -2.7% |
| 6M | -4.1% | +41.1% | -45.3% | -4.9% |
| All | -4.1% | +39.8% | -43.9% | -4.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling