+2,680.7%
HPQ vs DOC
+2,934.4%
-253.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +3.1% | +2.8% | +4.9% |
| 7D | -7.8% | +8.7% | -16.5% | -10.1% |
| 30D | -4.9% | +7.6% | -12.5% | -7.0% |
| 3M | +4.9% | -5.3% | +10.1% | +6.5% |
| 6M | +47.1% | +27.6% | +19.5% | +35.3% |
| YTD | +39.5% | +32.4% | +7.1% | +26.3% |
| 1Y | +21.3% | +22.9% | -1.6% | +12.3% |
| 3Y | +23.5% | +43.1% | -19.6% | +8.0% |
| 5Y | +15.3% | -21.4% | +36.7% | +20.3% |
| 10Y | +185.7% | +16.8% | +168.9% | +156.2% |
| All | +2,680.7% | +2,934.4% | -253.7% | +868.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling