+2,903.2%
HPQ vs D
+2,347.4%
+555.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.4% | +3.6% | +2.7% |
| 7D | +6.9% | +0.4% | +6.5% | +6.8% |
| 30D | +14.4% | -3.6% | +18.0% | +15.8% |
| 3M | +25.6% | -1.0% | +26.6% | +26.0% |
| 6M | +75.0% | +6.3% | +68.8% | +70.3% |
| YTD | +50.7% | +14.7% | +36.0% | +42.7% |
| 1Y | +18.7% | +16.9% | +1.7% | +11.3% |
| 3Y | +21.5% | +56.8% | -35.3% | +0.7% |
| 5Y | +31.6% | +5.2% | +26.4% | +24.2% |
| 10Y | +216.1% | +35.9% | +180.2% | +160.8% |
| All | +2,903.2% | +2,347.4% | +555.8% | +635.7% |
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