-99.9%
DFNS vs HPQ
+24.5%
-124.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +4.9% | -9.5% | -4.9% |
| 7D | +4.6% | +2.2% | +2.4% | +4.5% |
| 30D | -73.9% | +9.7% | -83.6% | -74.0% |
| 3M | -71.7% | +32.7% | -104.4% | -72.3% |
| 6M | -94.6% | +77.7% | -172.3% | -94.4% |
| YTD | -98.1% | +51.0% | -149.1% | -98.1% |
| 1Y | -98.3% | +18.4% | -116.7% | -98.6% |
| All | -99.9% | +24.5% | -124.4% | -99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling