+940.4%
HPQ vs DRI
+7,577.7%
-6,637.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.8% | +2.4% |
| 7D | +6.9% | +0.6% | +6.4% | +6.8% |
| 30D | +14.4% | +3.8% | +10.6% | +13.1% |
| 3M | +25.6% | +13.0% | +12.6% | +20.9% |
| 6M | +75.0% | +8.3% | +66.7% | +70.2% |
| YTD | +50.7% | +20.6% | +30.1% | +41.6% |
| 1Y | +18.7% | +6.5% | +12.2% | +15.3% |
| 3Y | +21.5% | +53.7% | -32.2% | +5.1% |
| 5Y | +31.6% | +72.7% | -41.1% | +9.6% |
| 10Y | +216.1% | +363.2% | -147.1% | +91.8% |
| All | +940.4% | +7,577.7% | -6,637.2% | +264.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling