+38.6%
HPQ vs DLR
+40.9%
-2.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.2% | +5.1% | +5.0% |
| 7D | +2.2% | +2.9% | -0.7% | +1.3% |
| 30D | +9.7% | -1.2% | +10.9% | +10.0% |
| 3M | +32.7% | +2.9% | +29.8% | +30.9% |
| 6M | +77.7% | +6.7% | +71.0% | +72.6% |
| YTD | +51.0% | +23.9% | +27.1% | +39.2% |
| 1Y | +18.4% | +18.6% | -0.2% | +10.5% |
| 3Y | +25.6% | +59.7% | -34.1% | +3.8% |
| 5Y | +38.6% | +42.1% | -3.4% | +9.0% |
| All | +38.6% | +40.9% | -2.3% | +9.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling