-99.9%
DFNS vs HPQ
+132.7%
-232.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.6% | +0.5% |
| 7D | -16.0% | +6.9% | -22.9% | -16.2% |
| 30D | -77.7% | +14.4% | -92.1% | -77.8% |
| 3M | -77.2% | +25.6% | -102.8% | -77.5% |
| 6M | -95.2% | +75.0% | -170.2% | -95.1% |
| YTD | -98.0% | +50.7% | -148.7% | -98.0% |
| 1Y | -98.3% | +18.7% | -116.9% | -98.4% |
| 3Y | -99.9% | +21.5% | -121.4% | -99.9% |
| 5Y | -99.9% | +31.6% | -131.4% | -99.9% |
| All | -99.9% | +132.7% | -232.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling