+51.0%
HPQ vs DVA
+46.8%
+4.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +0.1% | +8.3% | +8.4% |
| 7D | +9.8% | -1.3% | +11.1% | +10.0% |
| 30D | +22.4% | 0.0% | +22.3% | +22.4% |
| 3M | +45.2% | -10.9% | +56.1% | +47.4% |
| 6M | +96.4% | +17.3% | +79.2% | +88.8% |
| YTD | +65.4% | +59.8% | +5.6% | +48.4% |
| 1Y | +31.6% | +36.3% | -4.7% | +22.2% |
| 3Y | +37.0% | +88.6% | -51.6% | +17.6% |
| All | +51.0% | +46.8% | +4.1% | +41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 5y: compounded portfolio wealth divided by compounded DVA 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…
5y analysis · Full analysis span regression · 6 months rolling