+2,096.2%
HPQ vs DHI
+12,501.5%
-10,405.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +1.7% | +6.7% | +8.0% |
| 7D | +9.8% | -3.4% | +13.2% | +10.6% |
| 30D | +22.4% | -5.4% | +27.8% | +23.9% |
| 3M | +45.2% | -10.4% | +55.6% | +48.4% |
| 6M | +96.4% | -2.8% | +99.2% | +96.8% |
| YTD | +65.4% | -3.4% | +68.8% | +65.6% |
| 1Y | +31.6% | -22.9% | +54.5% | +38.0% |
| 3Y | +37.0% | +20.7% | +16.3% | +28.3% |
| 5Y | +53.0% | +62.1% | -9.1% | +32.9% |
| 10Y | +257.2% | +410.4% | -153.2% | +143.1% |
| All | +2,096.2% | +12,501.5% | -10,405.3% | +724.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling