+19.6%
HPQ vs DD
+88.8%
-69.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +1.9% |
| 7D | +3.2% | +5.0% | -1.8% | +1.0% |
| 30D | -3.6% | +19.7% | -23.3% | -11.3% |
| 3M | -5.3% | +7.2% | -12.5% | -8.6% |
| 6M | +41.1% | +1.0% | +40.1% | +39.2% |
| YTD | +36.9% | +29.1% | +7.8% | +17.7% |
| 1Y | +23.5% | +28.5% | -5.0% | +6.5% |
| 3Y | +19.6% | +89.4% | -69.9% | -19.5% |
| All | +19.6% | +88.8% | -69.2% | -19.5% |
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