+584.9%
HPQ vs DGX
+8,794.8%
-8,209.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | 0.0% | +4.9% | +4.9% |
| 7D | +2.2% | -2.2% | +4.5% | +2.9% |
| 30D | +9.7% | -0.9% | +10.7% | +10.0% |
| 3M | +32.7% | +15.6% | +17.1% | +26.8% |
| 6M | +77.7% | +17.8% | +59.9% | +68.5% |
| YTD | +51.0% | +37.5% | +13.5% | +36.3% |
| 1Y | +18.4% | +31.2% | -12.8% | +8.2% |
| 3Y | +25.6% | +96.6% | -71.0% | +0.4% |
| 5Y | +38.6% | +64.9% | -26.3% | +15.9% |
| 10Y | +226.1% | +254.6% | -28.5% | +114.8% |
| All | +584.9% | +8,794.8% | -8,209.9% | +128.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling