+21.2%
HPQ vs DLR
+14.5%
+6.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.0% | +3.0% | +1.4% |
| 7D | +3.5% | -1.3% | +4.8% | +3.7% |
| 30D | +13.7% | -2.9% | +16.5% | +14.1% |
| 3M | +33.9% | +3.2% | +30.6% | +32.6% |
| 6M | +80.9% | +3.9% | +77.0% | +76.8% |
| YTD | +52.6% | +21.4% | +31.1% | +40.4% |
| 1Y | +21.2% | +9.7% | +11.6% | +16.3% |
| All | +21.2% | +14.5% | +6.8% | +16.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling