+2,524.6%
HPQ vs D
+2,436.6%
+88.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | -0.6% | +0.8% | -1.4% | -0.8% |
| 30D | -6.5% | +10.7% | -17.2% | -9.6% |
| 3M | -5.1% | +2.3% | -7.4% | -5.9% |
| 6M | +27.3% | +12.5% | +14.8% | +21.6% |
| YTD | +31.7% | +20.1% | +11.6% | +22.7% |
| 1Y | +13.0% | +15.6% | -2.6% | +6.5% |
| 3Y | +18.3% | +75.2% | -56.9% | -5.4% |
| 5Y | +7.4% | +14.6% | -7.2% | -1.6% |
| 10Y | +154.8% | +43.8% | +111.0% | +106.0% |
| All | +2,524.6% | +2,436.6% | +88.0% | +535.1% |
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 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