-98.3%
DFNS vs HPQ
+19.5%
-117.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.6% | -1.6% |
| 7D | -16.0% | +6.9% | -22.9% | -22.2% |
| 30D | -77.7% | +14.4% | -92.1% | -80.9% |
| 3M | -77.2% | +25.6% | -102.8% | -83.4% |
| 6M | -95.2% | +75.0% | -170.2% | -97.6% |
| YTD | -98.0% | +50.7% | -148.7% | -98.7% |
| 1Y | -98.3% | +18.7% | -116.9% | -98.7% |
| All | -98.3% | +19.5% | -117.7% | -98.7% |
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