+2,909.2%
HPQ vs DVN
+1,184.0%
+1,725.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.2% | +3.7% | +4.6% |
| 7D | +2.2% | -0.1% | +2.3% | +2.3% |
| 30D | +9.7% | +8.0% | +1.8% | +7.6% |
| 3M | +32.7% | +11.9% | +20.8% | +28.7% |
| 6M | +77.7% | +10.6% | +67.1% | +72.1% |
| YTD | +51.0% | +35.4% | +15.6% | +39.2% |
| 1Y | +18.4% | +46.5% | -28.1% | +6.8% |
| 3Y | +25.6% | +3.0% | +22.6% | +21.2% |
| 5Y | +38.6% | +120.5% | -81.9% | +9.3% |
| 10Y | +226.1% | +62.5% | +163.7% | +136.6% |
| All | +2,909.2% | +1,184.0% | +1,725.2% | +1,745.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling