+157.6%
HPQ vs D
+44.7%
+112.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.6% |
| 7D | +0.5% | +2.4% | -1.9% | 0.0% |
| 30D | -5.9% | +10.9% | -16.8% | -8.4% |
| 3M | -3.7% | +2.8% | -6.5% | -4.5% |
| 6M | +28.1% | +12.7% | +15.4% | +23.6% |
| YTD | +32.5% | +20.3% | +12.2% | +25.3% |
| 1Y | +18.1% | +17.1% | +1.0% | +12.4% |
| 3Y | +16.4% | +75.1% | -58.7% | -2.7% |
| 5Y | +8.9% | +13.1% | -4.3% | +2.9% |
| 10Y | +157.6% | +48.3% | +109.4% | +138.3% |
| All | +157.6% | +44.7% | +112.9% | +138.3% |
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