+119.5%
HPQ vs DT
+100.3%
+19.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -0.7% | +9.1% | +8.6% |
| 7D | +9.8% | -1.6% | +11.4% | +10.2% |
| 30D | +22.4% | +3.0% | +19.3% | +21.4% |
| 3M | +45.2% | +26.5% | +18.7% | +36.6% |
| 6M | +96.4% | +35.9% | +60.5% | +80.8% |
| YTD | +65.4% | +17.8% | +47.6% | +56.8% |
| 1Y | +31.6% | +4.1% | +27.5% | +28.3% |
| 3Y | +37.0% | +5.3% | +31.7% | +31.2% |
| 5Y | +53.0% | -27.2% | +80.2% | +51.4% |
| All | +119.5% | +100.3% | +19.3% | +62.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 10y: compounded portfolio wealth divided by compounded DT 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…
10y analysis · Full analysis span regression · 6 months rolling