+111.2%
HPQ vs DG
+614.5%
-503.3%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.7% |
| 7D | +3.2% | +0.3% | +2.9% | +3.1% |
| 30D | -3.6% | +3.2% | -6.8% | -4.3% |
| 3M | -5.3% | +10.4% | -15.7% | -7.3% |
| 6M | +41.1% | +33.2% | +8.0% | +33.2% |
| YTD | +36.9% | +3.0% | +33.9% | +34.9% |
| 1Y | +23.5% | +31.2% | -7.7% | +16.1% |
| 3Y | +19.6% | +21.8% | -2.2% | +8.5% |
| 5Y | +11.4% | -35.0% | +46.4% | +17.0% |
| 10Y | +160.6% | +106.0% | +54.6% | +103.1% |
| All | +111.2% | +614.5% | -503.3% | +12.8% |
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