+5.8%
DASH vs HPQ
+64.2%
-58.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -4.5% | -0.8% | -3.6% |
| 7D | -11.2% | -0.5% | -10.7% | -11.0% |
| 30D | -7.3% | +3.7% | -11.0% | -8.9% |
| 3M | +31.4% | +24.3% | +7.1% | +19.3% |
| 6M | +11.9% | +64.8% | -52.9% | -11.5% |
| YTD | -11.5% | +43.9% | -55.4% | -25.9% |
| 1Y | -20.0% | +11.7% | -31.7% | -25.3% |
| 3Y | +143.9% | +19.7% | +124.3% | +104.3% |
| 5Y | -0.2% | +32.2% | -32.5% | -16.7% |
| All | +5.8% | +64.2% | -58.4% | -29.5% |
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 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