+78.7%
HPQ vs DT
+76.1%
+2.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.6% |
| 7D | -1.9% | +2.7% | -4.6% | -2.5% |
| 30D | -5.7% | -30.4% | +24.6% | +2.1% |
| 3M | -0.4% | -9.4% | +9.0% | +1.1% |
| 6M | +40.0% | +14.5% | +25.5% | +33.8% |
| YTD | +34.6% | +3.6% | +31.0% | +30.7% |
| 1Y | +20.4% | -3.4% | +23.8% | +18.8% |
| 3Y | +18.3% | -11.1% | +29.4% | +17.2% |
| 5Y | +9.6% | -39.5% | +49.0% | +12.8% |
| All | +78.7% | +76.1% | +2.6% | +35.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling