-80.9%
TTD vs HPQ
+39.0%
-120.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.9% | -5.9% | -3.7% |
| 7D | -4.6% | +2.2% | -6.8% | -5.9% |
| 30D | +3.7% | +9.7% | -6.1% | -2.0% |
| 3M | -30.2% | +32.7% | -62.9% | -41.6% |
| 6M | -51.4% | +77.7% | -129.1% | -66.3% |
| YTD | -63.4% | +51.0% | -114.4% | -72.1% |
| 1Y | -73.5% | +18.4% | -91.9% | -76.7% |
| 3Y | -83.5% | +25.6% | -109.0% | -87.3% |
| 5Y | -80.9% | +38.6% | -119.6% | -84.5% |
| All | -80.9% | +39.0% | -120.0% | -84.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling