+2,544.1%
HPQ vs D
+2,450.0%
+94.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.5% | -1.8% | -2.8% |
| 7D | -1.1% | +3.0% | -4.1% | -2.0% |
| 30D | -11.7% | +11.5% | -23.2% | -14.9% |
| 3M | +2.0% | +3.7% | -1.8% | +0.6% |
| 6M | +35.9% | +13.5% | +22.3% | +29.4% |
| YTD | +32.7% | +20.7% | +11.9% | +23.4% |
| 1Y | +14.3% | +18.2% | -3.9% | +6.9% |
| 3Y | +17.8% | +73.3% | -55.5% | -5.4% |
| 5Y | +7.6% | +12.3% | -4.7% | -0.6% |
| 10Y | +171.7% | +43.4% | +128.3% | +119.9% |
| All | +2,544.1% | +2,450.0% | +94.1% | +538.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling