+8.7%
HPQ vs D
+12.5%
-3.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.5% | -1.8% | -3.0% |
| 7D | -1.1% | +3.0% | -4.1% | -1.6% |
| 30D | -11.7% | +11.5% | -23.2% | -13.5% |
| 3M | +2.0% | +3.7% | -1.8% | +1.2% |
| 6M | +35.9% | +13.5% | +22.3% | +32.0% |
| YTD | +32.7% | +20.7% | +11.9% | +27.0% |
| 1Y | +14.3% | +18.2% | -3.9% | +9.8% |
| 3Y | +17.8% | +73.3% | -55.5% | +2.1% |
| All | +8.7% | +12.5% | -3.7% | +6.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling