+38.6%
HPQ vs DRI
+68.4%
-29.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.6% | +6.6% | +5.6% |
| 7D | +2.2% | -4.8% | +7.1% | +4.2% |
| 30D | +9.7% | -3.9% | +13.7% | +11.2% |
| 3M | +32.7% | +5.1% | +27.7% | +29.4% |
| 6M | +77.7% | +5.5% | +72.2% | +72.3% |
| YTD | +51.0% | +16.5% | +34.5% | +39.5% |
| 1Y | +18.4% | +2.0% | +16.4% | +15.3% |
| 3Y | +25.6% | +54.5% | -28.9% | -0.8% |
| 5Y | +38.6% | +66.6% | -28.0% | +2.5% |
| All | +38.6% | +68.4% | -29.8% | +2.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling