+21.3%
HPQ vs DG
+45.3%
-24.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +8.5% | -2.6% | +4.2% |
| 7D | -7.8% | +12.3% | -20.0% | -9.9% |
| 30D | -4.9% | +19.3% | -24.2% | -8.1% |
| 3M | +4.9% | +11.9% | -7.0% | +2.5% |
| 6M | +47.1% | +25.0% | +22.1% | +40.5% |
| YTD | +39.5% | +8.7% | +30.8% | +34.3% |
| 1Y | +21.3% | +44.7% | -23.4% | +9.8% |
| All | +21.3% | +45.3% | -24.0% | +9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 1y: compounded portfolio wealth divided by compounded DG 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…
1y analysis · Full analysis span regression · 6 months rolling