+25.1%
HPQ vs DG
+4.6%
+20.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.6% | +7.5% | +5.0% |
| 7D | +2.2% | -4.8% | +7.1% | +2.4% |
| 30D | +9.7% | +1.8% | +8.0% | +9.7% |
| 3M | +32.7% | +14.5% | +18.3% | +32.4% |
| 6M | +77.7% | -13.6% | +91.3% | +77.1% |
| YTD | +51.0% | -4.8% | +55.8% | +50.6% |
| 1Y | +18.4% | +21.6% | -3.2% | +18.6% |
| All | +25.1% | +4.6% | +20.5% | +25.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling