+243.8%
HPQ vs DG
+101.8%
+142.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +1.3% | +7.1% | +8.2% |
| 7D | +9.8% | -6.5% | +16.2% | +11.0% |
| 30D | +22.4% | +4.2% | +18.2% | +21.4% |
| 3M | +45.2% | +9.5% | +35.6% | +42.7% |
| 6M | +96.4% | -13.1% | +109.6% | +100.1% |
| YTD | +65.4% | -4.8% | +70.2% | +65.7% |
| 1Y | +31.6% | +20.6% | +11.0% | +26.3% |
| 3Y | +37.0% | +4.9% | +32.1% | +28.8% |
| 5Y | +53.0% | -37.9% | +90.9% | +65.8% |
| All | +243.8% | +101.8% | +142.1% | +158.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling