+132.5%
HPQ vs DG
+606.1%
-473.5%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.5% | +0.7% | +1.9% |
| 7D | +6.9% | +8.4% | -1.5% | +5.3% |
| 30D | +14.4% | +4.9% | +9.5% | +13.3% |
| 3M | +25.6% | +29.3% | -3.7% | +19.5% |
| 6M | +75.0% | -11.3% | +86.3% | +78.0% |
| YTD | +50.7% | +1.8% | +48.9% | +49.2% |
| 1Y | +18.7% | +25.3% | -6.7% | +12.6% |
| 3Y | +21.5% | +9.1% | +12.4% | +13.4% |
| 5Y | +31.6% | -34.9% | +66.4% | +38.3% |
| 10Y | +216.1% | +108.2% | +107.9% | +146.1% |
| All | +132.5% | +606.1% | -473.5% | +24.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling