+110.1%
HPQ vs DOW
-15.9%
+126.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.6% | +4.5% | +4.2% |
| 7D | +1.3% | -6.0% | +7.3% | +3.9% |
| 30D | +8.7% | -2.7% | +11.4% | +9.5% |
| 3M | +31.5% | -10.5% | +41.9% | +36.6% |
| 6M | +76.0% | -12.4% | +88.4% | +81.3% |
| YTD | +49.5% | +30.0% | +19.5% | +26.3% |
| 1Y | +17.3% | +27.8% | -10.5% | -1.3% |
| 3Y | +24.4% | -34.9% | +59.3% | +41.3% |
| 5Y | +37.3% | -35.9% | +73.2% | +55.5% |
| All | +110.1% | -15.9% | +126.0% | +85.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling