-3.7%
TLT vs HPQ
+37.5%
-41.2%
-10.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.5% |
| 7D | -2.7% | -1.9% | -0.8% | -2.6% |
| 30D | +2.2% | -5.7% | +7.9% | +2.3% |
| 3M | -1.7% | -0.4% | -1.3% | -1.8% |
| All | -3.7% | +37.5% | -41.2% | -4.5% |
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