+2,909.2%
HPQ vs DE
+14,495.7%
-11,586.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.5% | +5.4% | +5.1% |
| 7D | +2.2% | -3.0% | +5.3% | +3.4% |
| 30D | +9.7% | +11.1% | -1.4% | +5.3% |
| 3M | +32.7% | +17.6% | +15.1% | +24.3% |
| 6M | +77.7% | +13.6% | +64.1% | +67.2% |
| YTD | +51.0% | +46.3% | +4.7% | +28.4% |
| 1Y | +18.4% | +44.2% | -25.8% | +1.0% |
| 3Y | +25.6% | +76.6% | -51.0% | -1.7% |
| 5Y | +38.6% | +98.2% | -59.6% | +2.2% |
| 10Y | +226.1% | +863.5% | -637.4% | +37.2% |
| All | +2,909.2% | +14,495.7% | -11,586.5% | +375.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling