+131.2%
TLT vs HPQ
+830.3%
-699.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.5% | +4.5% | -0.4% |
| 7D | +0.4% | -0.5% | +0.9% | +0.4% |
| 30D | -0.3% | +3.7% | -4.0% | +0.1% |
| 3M | -1.7% | +24.3% | -26.0% | +0.3% |
| 6M | -4.9% | +64.8% | -69.7% | -0.2% |
| YTD | -2.8% | +43.9% | -46.7% | +0.9% |
| 1Y | -4.2% | +11.7% | -15.9% | -2.7% |
| 3Y | -1.1% | +19.7% | -20.8% | +2.0% |
| 5Y | -33.7% | +32.2% | -65.9% | -29.9% |
| 10Y | -20.7% | +198.9% | -219.6% | -4.8% |
| All | +131.2% | +830.3% | -699.1% | +235.7% |
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