+39.7%
HPQ vs DOW
-36.5%
+76.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.6% | +5.5% | +5.2% |
| 7D | +2.2% | -6.0% | +8.2% | +4.7% |
| 30D | +9.7% | -2.7% | +12.5% | +10.5% |
| 3M | +32.7% | -10.5% | +43.2% | +37.7% |
| 6M | +77.7% | -12.4% | +90.1% | +82.4% |
| YTD | +51.0% | +30.0% | +21.0% | +26.9% |
| 1Y | +18.4% | +27.8% | -9.4% | -0.9% |
| 3Y | +25.6% | -34.9% | +60.5% | +47.2% |
| All | +39.7% | -36.5% | +76.2% | +64.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling