+31.6%
HPQ vs DT
+6.2%
+25.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +21.3% |
| 3M | +45.2% | +26.5% | +18.7% | +36.6% |
| 6M | +96.4% | +35.9% | +60.5% | +81.6% |
| YTD | +65.4% | +17.8% | +47.6% | +56.4% |
| 1Y | +31.6% | +4.1% | +27.5% | +27.7% |
| All | +31.6% | +6.2% | +25.4% | +27.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling