+1,115.2%
DIA vs HPQ
+408.7%
+706.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.5% | +3.4% | +0.1% |
| 7D | +0.1% | -0.5% | +0.5% | +0.1% |
| 30D | -2.1% | +3.7% | -5.8% | -3.3% |
| 3M | +4.2% | +24.3% | -20.2% | -2.5% |
| 6M | +11.9% | +64.8% | -52.9% | -4.1% |
| YTD | +10.8% | +43.9% | -33.1% | -1.7% |
| 1Y | +17.5% | +11.7% | +5.9% | +11.1% |
| 3Y | +59.9% | +19.7% | +40.3% | +44.5% |
| 5Y | +64.1% | +32.2% | +31.9% | +40.6% |
| 10Y | +246.2% | +198.9% | +47.3% | +128.5% |
| All | +1,115.2% | +408.7% | +706.5% | +432.7% |
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 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