-2.3%
FERG vs HPQ
+19.5%
-21.7%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.2% | +0.1% | +2.1% |
| 7D | 0.0% | +6.9% | -7.0% | -0.7% |
| 30D | -10.2% | +14.4% | -24.6% | -11.4% |
| 3M | -0.6% | +25.6% | -26.2% | -2.8% |
| 6M | -6.5% | +75.0% | -81.6% | -13.7% |
| YTD | +4.2% | +50.7% | -46.5% | +0.1% |
| 1Y | -2.3% | +18.7% | -20.9% | +4.1% |
| All | -2.3% | +19.5% | -21.7% | +4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HPQ.
Daily Out/Under-Performance
Portfolio return minus HPQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HPQ 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 1y: compounded portfolio wealth divided by compounded HPQ 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…
1y analysis · Full analysis span regression · 6 months rolling