+31.6%
HPQ vs DTE
+1.0%
+30.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -1.3% | +9.7% | +8.2% |
| 7D | +9.8% | -2.6% | +12.3% | +9.4% |
| 30D | +22.4% | -4.4% | +26.8% | +21.8% |
| 3M | +45.2% | -8.3% | +53.5% | +43.9% |
| 6M | +96.4% | -8.1% | +104.5% | +95.7% |
| YTD | +65.4% | +4.4% | +61.0% | +63.2% |
| 1Y | +31.6% | +0.2% | +31.4% | +29.8% |
| All | +31.6% | +1.0% | +30.6% | +29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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