+18.7%
HPQ vs DD
+41.5%
-22.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.9% | +2.1% |
| 7D | +6.9% | -3.5% | +10.5% | +7.9% |
| 30D | +14.4% | -10.3% | +24.8% | +17.7% |
| 3M | +25.6% | -7.5% | +33.2% | +27.9% |
| 6M | +75.0% | -8.0% | +83.0% | +77.6% |
| YTD | +50.7% | +10.5% | +40.2% | +40.9% |
| 1Y | +18.7% | +38.3% | -19.6% | -1.3% |
| All | +18.7% | +41.5% | -22.8% | -1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 1y: compounded portfolio wealth divided by compounded DD 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…
1y analysis · Full analysis span regression · 6 months rolling