+37.3%
HPQ vs DAR
-8.0%
+45.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.6% | +3.3% | +3.8% |
| 7D | +1.3% | -0.2% | +1.4% | +1.2% |
| 30D | +8.7% | +7.4% | +1.2% | +6.6% |
| 3M | +31.5% | +15.7% | +15.8% | +26.0% |
| 6M | +76.0% | +30.0% | +46.0% | +63.4% |
| YTD | +49.5% | +87.5% | -38.0% | +25.9% |
| 1Y | +17.3% | +113.4% | -96.1% | -5.3% |
| 3Y | +24.4% | +15.3% | +9.1% | +15.4% |
| 5Y | +37.3% | -4.3% | +41.6% | +31.9% |
| All | +37.3% | -8.0% | +45.3% | +31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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