+19.7%
HPQ vs DRI
+56.7%
-37.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.8% | -2.7% | -4.0% |
| 7D | -0.5% | -1.2% | +0.7% | -0.1% |
| 30D | +3.7% | -0.4% | +4.1% | +3.6% |
| 3M | +24.3% | +9.5% | +14.8% | +20.8% |
| 6M | +64.8% | +6.5% | +58.3% | +61.0% |
| YTD | +43.9% | +18.4% | +25.5% | +35.6% |
| 1Y | +11.7% | +4.2% | +7.4% | +8.8% |
| 3Y | +19.7% | +57.1% | -37.4% | +2.3% |
| All | +19.7% | +56.7% | -37.0% | +2.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling