+51.0%
HPQ vs DGX
+66.8%
-15.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +1.7% | +6.7% | +7.9% |
| 7D | +9.8% | -0.9% | +10.7% | +10.1% |
| 30D | +22.4% | -1.2% | +23.5% | +22.7% |
| 3M | +45.2% | +15.8% | +29.4% | +38.6% |
| 6M | +96.4% | +18.2% | +78.3% | +86.1% |
| YTD | +65.4% | +37.2% | +28.2% | +48.8% |
| 1Y | +31.6% | +30.4% | +1.2% | +20.2% |
| 3Y | +37.0% | +96.7% | -59.7% | +5.6% |
| All | +51.0% | +66.8% | -15.8% | +12.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling