+51.0%
HPQ vs DE
+97.2%
-46.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -0.3% | +8.7% | +8.5% |
| 7D | +9.8% | -2.6% | +12.3% | +10.8% |
| 30D | +22.4% | +9.0% | +13.3% | +18.2% |
| 3M | +45.2% | +19.1% | +26.0% | +35.0% |
| 6M | +96.4% | +14.4% | +82.0% | +84.1% |
| YTD | +65.4% | +45.9% | +19.4% | +37.5% |
| 1Y | +31.6% | +43.6% | -12.0% | +9.8% |
| 3Y | +37.0% | +75.9% | -38.9% | +3.2% |
| All | +51.0% | +97.2% | -46.2% | +2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 5y: compounded portfolio wealth divided by compounded DE 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…
5y analysis · Full analysis span regression · 6 months rolling