+156.1%
HPQ vs D
+48.0%
+108.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.4% | +1.6% |
| 7D | +3.2% | -1.4% | +4.5% | +3.5% |
| 30D | -3.6% | +7.7% | -11.4% | -5.5% |
| 3M | -5.3% | -0.3% | -5.0% | -5.3% |
| 6M | +41.1% | +10.1% | +31.1% | +37.1% |
| YTD | +36.9% | +19.1% | +17.8% | +29.8% |
| 1Y | +23.5% | +15.9% | +7.6% | +17.9% |
| 3Y | +19.6% | +75.0% | -55.4% | -0.1% |
| 5Y | +11.4% | +13.4% | -2.0% | +5.1% |
| All | +156.1% | +48.0% | +108.1% | +133.2% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 10y: compounded portfolio wealth divided by compounded D 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…
10y analysis · Full analysis span regression · 6 months rolling