+1,315.5%
FERG vs HPQ
+122.7%
+1,192.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.9% | -6.3% | -2.0% |
| 7D | +0.9% | +2.2% | -1.3% | +0.6% |
| 30D | -15.1% | +9.7% | -24.8% | -16.2% |
| 3M | -4.8% | +32.7% | -37.6% | -8.6% |
| 6M | -2.5% | +77.7% | -80.2% | -10.5% |
| YTD | +1.8% | +51.0% | -49.2% | -4.6% |
| 1Y | -0.3% | +18.4% | -18.7% | -3.6% |
| 3Y | +52.9% | +25.6% | +27.4% | +46.1% |
| 5Y | +69.3% | +38.6% | +30.7% | +60.7% |
| 10Y | +352.7% | +226.1% | +126.6% | +320.2% |
| All | +1,315.5% | +122.7% | +1,192.8% | +1,372.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling