+31.6%
HPQ vs DD
+34.9%
-3.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -0.3% | +8.7% | +8.5% |
| 7D | +9.8% | -3.5% | +13.3% | +10.7% |
| 30D | +22.4% | -11.7% | +34.0% | +26.1% |
| 3M | +45.2% | -9.2% | +54.4% | +48.3% |
| 6M | +96.4% | -7.2% | +103.6% | +97.6% |
| YTD | +65.4% | +6.6% | +58.8% | +55.9% |
| 1Y | +31.6% | +32.0% | -0.4% | +11.1% |
| All | +31.6% | +34.9% | -3.3% | +11.1% |
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