+243.8%
HPQ vs DGX
+255.3%
-11.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +1.7% | +6.7% | +7.7% |
| 7D | +9.8% | -0.9% | +10.7% | +10.2% |
| 30D | +22.4% | -1.2% | +23.5% | +22.9% |
| 3M | +45.2% | +15.8% | +29.4% | +36.2% |
| 6M | +96.4% | +18.2% | +78.3% | +82.2% |
| YTD | +65.4% | +37.2% | +28.2% | +43.4% |
| 1Y | +31.6% | +30.4% | +1.2% | +16.2% |
| 3Y | +37.0% | +96.7% | -59.7% | -1.7% |
| 5Y | +53.0% | +67.2% | -14.2% | +16.2% |
| All | +243.8% | +255.3% | -11.5% | +74.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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