+351.3%
FERG vs HPQ
+259.7%
+91.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +8.4% | -7.7% | -1.1% |
| 7D | -2.6% | +9.8% | -12.3% | -4.6% |
| 30D | -8.9% | +22.4% | -31.2% | -12.9% |
| 3M | -2.0% | +45.2% | -47.2% | -10.0% |
| 6M | -3.2% | +96.4% | -99.6% | -17.9% |
| YTD | +1.5% | +65.4% | -63.9% | -10.6% |
| 1Y | +0.5% | +31.6% | -31.1% | -6.9% |
| 3Y | +50.4% | +37.0% | +13.4% | +36.3% |
| 5Y | +68.7% | +53.0% | +15.7% | +50.1% |
| All | +351.3% | +259.7% | +91.6% | +288.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling