+41.1%
HPQ vs DG
-39.4%
+80.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.2% |
| 7D | +3.5% | -6.3% | +9.8% | +4.1% |
| 30D | +13.7% | +2.4% | +11.3% | +13.4% |
| 3M | +33.9% | +12.4% | +21.4% | +32.4% |
| 6M | +80.9% | -14.9% | +95.8% | +82.7% |
| YTD | +52.6% | -6.1% | +58.6% | +52.8% |
| 1Y | +21.2% | +17.9% | +3.4% | +19.2% |
| 3Y | +26.9% | +3.1% | +23.7% | +22.6% |
| 5Y | +41.1% | -38.7% | +79.8% | +53.4% |
| All | +41.1% | -39.4% | +80.5% | +53.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling