+51.0%
HPQ vs DVN
+120.4%
-69.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +0.4% | +8.0% | +8.3% |
| 7D | +9.8% | +4.5% | +5.2% | +8.4% |
| 30D | +22.4% | +12.0% | +10.4% | +18.1% |
| 3M | +45.2% | +13.4% | +31.8% | +39.2% |
| 6M | +96.4% | +12.1% | +84.3% | +87.7% |
| YTD | +65.4% | +38.8% | +26.6% | +47.3% |
| 1Y | +31.6% | +46.0% | -14.5% | +14.8% |
| 3Y | +37.0% | +9.5% | +27.5% | +26.8% |
| All | +51.0% | +120.4% | -69.4% | +10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DVN.
Daily Out/Under-Performance
Portfolio return minus DVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVN 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 DVN 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