+132.4%
HPQ vs DOW
-17.0%
+149.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -2.1% | +10.5% | +9.3% |
| 7D | +9.8% | -1.4% | +11.2% | +10.3% |
| 30D | +22.4% | -3.9% | +26.3% | +23.9% |
| 3M | +45.2% | -12.7% | +57.8% | +52.4% |
| 6M | +96.4% | -13.7% | +110.1% | +103.5% |
| YTD | +65.4% | +28.4% | +37.0% | +40.4% |
| 1Y | +31.6% | +21.8% | +9.8% | +13.3% |
| 3Y | +37.0% | -35.7% | +72.7% | +56.4% |
| 5Y | +53.0% | -36.8% | +89.8% | +74.2% |
| All | +132.4% | -17.0% | +149.4% | +106.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 10y: compounded portfolio wealth divided by compounded DOW 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…
10y analysis · Full analysis span regression · 6 months rolling