+650.2%
HPQ vs DVA
+5,166.5%
-4,516.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.6% | +3.3% | +4.7% |
| 7D | +2.2% | +2.0% | +0.2% | +1.9% |
| 30D | +9.7% | -0.4% | +10.1% | +9.8% |
| 3M | +32.7% | -7.7% | +40.4% | +34.0% |
| 6M | +77.7% | +20.0% | +57.7% | +70.9% |
| YTD | +51.0% | +61.1% | -10.1% | +37.3% |
| 1Y | +18.4% | +33.9% | -15.5% | +11.0% |
| 3Y | +25.6% | +91.5% | -66.0% | +9.5% |
| 5Y | +38.6% | +41.8% | -3.1% | +24.5% |
| 10Y | +226.1% | +187.5% | +38.6% | +158.2% |
| All | +650.2% | +5,166.5% | -4,516.3% | +305.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling