+19.6%
HPQ vs DLR
+54.1%
-34.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.9% | +3.6% | +2.2% |
| 7D | +3.2% | +3.3% | -0.2% | +2.2% |
| 30D | -3.6% | +4.6% | -8.2% | -4.9% |
| 3M | -5.3% | -8.3% | +3.0% | -3.2% |
| 6M | +41.1% | -5.6% | +46.8% | +42.3% |
| YTD | +36.9% | +18.7% | +18.1% | +27.4% |
| 1Y | +23.5% | +17.1% | +6.4% | +15.5% |
| 3Y | +19.6% | +54.4% | -34.8% | +0.6% |
| All | +19.6% | +54.1% | -34.5% | +0.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling