+14.3%
HPQ vs DOC
+20.9%
-6.6%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.7% | -4.0% | -3.4% |
| 7D | -1.1% | +6.5% | -7.6% | -1.7% |
| 30D | -11.7% | +9.2% | -20.9% | -12.4% |
| 3M | +2.0% | -2.5% | +4.5% | +1.8% |
| 6M | +35.9% | +7.1% | +28.8% | +36.1% |
| YTD | +32.7% | +33.0% | -0.3% | +29.5% |
| 1Y | +14.3% | +23.3% | -9.0% | +13.4% |
| All | +14.3% | +20.9% | -6.6% | +13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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