-99.6%
DFNS vs HPQ
+18.6%
-118.3%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +5.9% | -24.2% | -22.7% |
| 7D | -27.7% | -7.8% | -19.9% | -23.8% |
| 30D | -58.0% | -4.9% | -53.1% | -57.0% |
| 3M | -94.0% | +4.9% | -98.8% | -94.6% |
| 6M | -94.6% | +47.1% | -141.6% | -96.8% |
| YTD | -99.4% | +39.5% | -139.0% | -99.6% |
| 1Y | -99.6% | +21.3% | -120.9% | -99.7% |
| All | -99.6% | +18.6% | -118.3% | -99.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling