+2,903.2%
HPQ vs DD
+961.9%
+1,941.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.9% | +2.1% |
| 7D | +6.9% | -3.5% | +10.5% | +8.4% |
| 30D | +14.4% | -10.3% | +24.8% | +19.3% |
| 3M | +25.6% | -7.5% | +33.2% | +29.0% |
| 6M | +75.0% | -8.0% | +83.0% | +79.0% |
| YTD | +50.7% | +10.5% | +40.2% | +42.8% |
| 1Y | +18.7% | +38.3% | -19.6% | +2.4% |
| 3Y | +21.5% | +42.5% | -21.0% | +2.3% |
| 5Y | +31.6% | +60.2% | -28.6% | +5.4% |
| 10Y | +216.1% | +68.9% | +147.2% | +138.1% |
| All | +2,903.2% | +961.9% | +1,941.3% | +864.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling