+64.8%
DIA vs HPQ
+37.8%
+27.0%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.9% | -5.7% | -1.7% |
| 7D | -1.2% | +2.2% | -3.5% | -1.7% |
| 30D | -2.7% | +9.7% | -12.4% | -4.7% |
| 3M | +3.3% | +32.7% | -29.5% | -3.2% |
| 6M | +10.4% | +77.7% | -67.3% | -4.2% |
| YTD | +10.0% | +51.0% | -41.0% | -1.0% |
| 1Y | +16.2% | +18.4% | -2.2% | +10.6% |
| 3Y | +58.7% | +25.6% | +33.2% | +43.7% |
| All | +64.8% | +37.8% | +27.0% | +45.6% |
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