+845.0%
HPQ vs DRI
+8,063.5%
-7,218.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.6% |
| 7D | +3.2% | +1.1% | +2.1% | +2.8% |
| 30D | -3.6% | +9.7% | -13.3% | -6.1% |
| 3M | -5.3% | +3.2% | -8.5% | -6.3% |
| 6M | +41.1% | +20.6% | +20.6% | +33.3% |
| YTD | +36.9% | +28.3% | +8.6% | +26.2% |
| 1Y | +23.5% | +34.5% | -11.0% | +12.2% |
| 3Y | +19.6% | +66.5% | -46.9% | +1.1% |
| 5Y | +11.4% | +79.6% | -68.2% | -8.4% |
| 10Y | +160.6% | +333.8% | -173.2% | +59.8% |
| All | +845.0% | +8,063.5% | -7,218.5% | +225.0% |
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