+37.0%
HPQ vs DHI
+21.1%
+16.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +1.7% | +6.7% | +7.9% |
| 7D | +9.8% | -3.4% | +13.2% | +10.9% |
| 30D | +22.4% | -5.4% | +27.8% | +24.3% |
| 3M | +45.2% | -10.4% | +55.6% | +49.2% |
| 6M | +96.4% | -2.8% | +99.2% | +96.7% |
| YTD | +65.4% | -3.4% | +68.8% | +65.4% |
| 1Y | +31.6% | -22.9% | +54.5% | +39.4% |
| 3Y | +37.0% | +20.7% | +16.3% | +21.9% |
| All | +37.0% | +21.1% | +16.0% | +21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 3y: compounded portfolio wealth divided by compounded DHI 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…
3y analysis · Full analysis span regression · 6 months rolling