-100.0%
DFNS vs HPQ
+10.1%
-110.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | -0.3% | -19.1% | -19.3% |
| 7D | -12.7% | -1.9% | -10.8% | -12.5% |
| 30D | -65.2% | -5.7% | -59.5% | -65.1% |
| 3M | -94.6% | -0.4% | -94.2% | -94.6% |
| 6M | -96.2% | +40.0% | -136.3% | -96.2% |
| YTD | -99.6% | +34.6% | -134.2% | -99.6% |
| 1Y | -99.7% | +20.4% | -120.1% | -99.7% |
| 3Y | -100.0% | +18.3% | -118.3% | -100.0% |
| 5Y | -100.0% | +9.6% | -109.6% | -100.0% |
| All | -100.0% | +10.1% | -110.1% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling