+328.6%
TMO vs HPQ
+259.7%
+68.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +8.4% | -7.3% | -0.9% |
| 7D | -0.6% | +9.8% | -10.4% | -2.9% |
| 30D | +1.1% | +22.4% | -21.2% | -4.0% |
| 3M | +28.3% | +45.2% | -16.8% | +16.3% |
| 6M | +23.3% | +96.4% | -73.2% | +2.2% |
| YTD | +5.5% | +65.4% | -59.9% | -8.7% |
| 1Y | +24.5% | +31.6% | -7.0% | +13.9% |
| 3Y | +19.6% | +37.0% | -17.5% | +5.2% |
| 5Y | +8.1% | +53.0% | -44.9% | -9.0% |
| All | +328.6% | +259.7% | +68.9% | +184.0% |
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