+25.9%
HPQ vs D
+63.9%
-38.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.7% | +2.3% |
| 7D | +6.9% | +1.5% | +5.5% | +6.7% |
| 30D | +14.4% | -2.6% | +17.0% | +14.8% |
| 3M | +25.6% | 0.0% | +25.6% | +25.6% |
| 6M | +75.0% | +7.4% | +67.7% | +72.7% |
| YTD | +50.7% | +15.9% | +34.8% | +46.7% |
| 1Y | +18.7% | +18.1% | +0.5% | +15.0% |
| All | +25.9% | +63.9% | -38.0% | +11.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling