+156.1%
HPQ vs DRI
+331.7%
-175.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.5% |
| 7D | +3.2% | +1.1% | +2.1% | +2.7% |
| 30D | -3.6% | +9.7% | -13.3% | -7.0% |
| 3M | -5.3% | +3.2% | -8.5% | -6.8% |
| 6M | +41.1% | +20.6% | +20.6% | +30.3% |
| YTD | +36.9% | +28.3% | +8.6% | +22.2% |
| 1Y | +23.5% | +34.5% | -11.0% | +8.0% |
| 3Y | +19.6% | +66.5% | -46.9% | -5.9% |
| 5Y | +11.4% | +79.6% | -68.2% | -16.1% |
| All | +156.1% | +331.7% | -175.7% | +37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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