+25.1%
HPQ vs DD
+42.2%
-17.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.6% | +7.5% | +6.0% |
| 7D | +2.2% | -3.8% | +6.0% | +3.9% |
| 30D | +9.7% | -9.2% | +19.0% | +14.2% |
| 3M | +32.7% | -9.0% | +41.7% | +37.5% |
| 6M | +77.7% | -5.0% | +82.7% | +78.9% |
| YTD | +51.0% | +7.4% | +43.6% | +41.9% |
| 1Y | +18.4% | +35.1% | -16.7% | -1.8% |
| All | +25.1% | +42.2% | -17.1% | -1.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling