+226.1%
HPQ vs D
+34.1%
+192.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.7% | +6.6% | +5.4% |
| 7D | +2.2% | -0.4% | +2.7% | +2.3% |
| 30D | +9.7% | -2.1% | +11.8% | +10.3% |
| 3M | +32.7% | -0.7% | +33.5% | +32.9% |
| 6M | +77.7% | +5.6% | +72.1% | +74.2% |
| YTD | +51.0% | +14.6% | +36.4% | +44.7% |
| 1Y | +18.4% | +15.3% | +3.1% | +13.0% |
| 3Y | +25.6% | +59.1% | -33.6% | +7.4% |
| 5Y | +38.6% | +3.9% | +34.7% | +34.1% |
| 10Y | +226.1% | +38.5% | +187.6% | +191.4% |
| All | +226.1% | +34.1% | +192.1% | +191.4% |
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