+2,909.2%
HPQ vs DTE
+3,490.3%
-581.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.9% | +5.8% | +5.3% |
| 7D | +2.2% | 0.0% | +2.2% | +2.2% |
| 30D | +9.7% | -0.5% | +10.3% | +9.9% |
| 3M | +32.7% | -6.0% | +38.8% | +36.0% |
| 6M | +77.7% | -7.2% | +84.9% | +82.1% |
| YTD | +51.0% | +7.2% | +43.8% | +45.4% |
| 1Y | +18.4% | +4.1% | +14.3% | +15.3% |
| 3Y | +25.6% | +46.9% | -21.3% | +3.7% |
| 5Y | +38.6% | +32.9% | +5.7% | +18.3% |
| 10Y | +226.1% | +144.5% | +81.6% | +111.1% |
| All | +2,909.2% | +3,490.3% | -581.1% | +655.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling