-98.2%
DFNS vs HPQ
+21.0%
-119.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.5% | +0.6% |
| 7D | -3.3% | +3.5% | -6.8% | -7.0% |
| 30D | -73.1% | +13.7% | -86.8% | -76.4% |
| 3M | -71.4% | +33.9% | -105.2% | -80.5% |
| 6M | -93.8% | +80.9% | -174.8% | -97.1% |
| YTD | -98.0% | +52.6% | -150.6% | -98.8% |
| 1Y | -98.2% | +21.2% | -119.4% | -98.7% |
| All | -98.2% | +21.0% | -119.2% | -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