-8.9%
DASH vs HPQ
+53.6%
-62.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -2.9% | -3.1% |
| 7D | -4.1% | -1.9% | -2.2% | -3.4% |
| 30D | -10.6% | -5.7% | -4.9% | -9.1% |
| 3M | -18.8% | -0.4% | -18.4% | -20.2% |
| 6M | +11.2% | +40.0% | -28.8% | -6.4% |
| YTD | -23.8% | +34.6% | -58.4% | -35.5% |
| 1Y | -12.2% | +20.4% | -32.6% | -22.3% |
| 3Y | +97.3% | +18.3% | +79.0% | +61.5% |
| 5Y | -29.8% | +9.6% | -39.4% | -38.6% |
| All | -8.9% | +53.6% | -62.5% | -38.7% |
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 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