+243.8%
HPQ vs DRI
+353.8%
-110.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +1.1% | +7.3% | +8.0% |
| 7D | +9.8% | -3.2% | +13.0% | +11.2% |
| 30D | +22.4% | -7.8% | +30.2% | +26.1% |
| 3M | +45.2% | +0.4% | +44.8% | +44.4% |
| 6M | +96.4% | +4.8% | +91.6% | +91.2% |
| YTD | +65.4% | +16.7% | +48.7% | +53.5% |
| 1Y | +31.6% | +1.5% | +30.1% | +28.7% |
| 3Y | +37.0% | +56.3% | -19.2% | +10.5% |
| 5Y | +53.0% | +66.4% | -13.4% | +18.8% |
| All | +243.8% | +353.8% | -110.0% | +74.2% |
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