+25.1%
HPQ vs DT
+6.3%
+18.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.6% | +4.3% | +4.8% |
| 7D | +2.2% | -0.5% | +2.8% | +2.4% |
| 30D | +9.7% | +0.1% | +9.7% | +9.6% |
| 3M | +32.7% | +24.1% | +8.6% | +25.0% |
| 6M | +77.7% | +30.1% | +47.6% | +64.6% |
| YTD | +51.0% | +16.8% | +34.2% | +43.3% |
| 1Y | +18.4% | -0.1% | +18.5% | +16.9% |
| All | +25.1% | +6.3% | +18.8% | +17.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling