+20.0%
HPQ vs DRI
+2.2%
+17.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.6% | +6.6% | +5.2% |
| 7D | +2.2% | -4.8% | +7.1% | +3.0% |
| 30D | +9.7% | -3.9% | +13.7% | +10.1% |
| 3M | +32.7% | +5.1% | +27.7% | +31.0% |
| 6M | +77.7% | +5.5% | +72.2% | +74.8% |
| YTD | +51.0% | +16.5% | +34.5% | +44.5% |
| All | +20.0% | +2.2% | +17.8% | +10.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling