-100.0%
DFNS vs HPQ
+111.4%
-211.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.7% | -7.2% | -5.6% |
| 7D | -6.0% | +3.2% | -9.1% | -6.1% |
| 30D | -71.2% | -3.6% | -67.6% | -71.1% |
| 3M | -94.5% | -5.3% | -89.2% | -94.5% |
| 6M | -96.5% | +41.1% | -137.7% | -96.5% |
| YTD | -99.6% | +36.9% | -136.5% | -99.6% |
| 1Y | -99.7% | +23.5% | -123.2% | -99.7% |
| 3Y | -100.0% | +19.6% | -119.6% | -100.0% |
| 5Y | -100.0% | +11.4% | -111.4% | -100.0% |
| All | -100.0% | +111.4% | -211.3% | -100.0% |
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