+243.8%
HPQ vs DLR
+177.5%
+66.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +1.7% | +6.7% | +7.8% |
| 7D | +9.8% | +0.1% | +9.7% | +9.7% |
| 30D | +22.4% | -4.3% | +26.7% | +24.0% |
| 3M | +45.2% | +3.8% | +41.3% | +42.8% |
| 6M | +96.4% | +5.8% | +90.6% | +91.3% |
| YTD | +65.4% | +23.5% | +41.9% | +52.7% |
| 1Y | +31.6% | +11.1% | +20.5% | +25.7% |
| 3Y | +37.0% | +57.9% | -20.8% | +14.3% |
| 5Y | +53.0% | +44.0% | +9.0% | +27.8% |
| All | +243.8% | +177.5% | +66.4% | +120.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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