-79.9%
FIG vs HPQ
+50.7%
-130.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +8.4% | -3.6% | +1.2% |
| 7D | -3.8% | +9.8% | -13.6% | -7.6% |
| 30D | -2.3% | +22.4% | -24.7% | -11.0% |
| 3M | +20.0% | +45.2% | -25.2% | +1.2% |
| 6M | -16.7% | +96.4% | -113.1% | -36.6% |
| YTD | -37.9% | +65.4% | -103.3% | -49.3% |
| 1Y | -58.5% | +31.6% | -90.1% | -64.3% |
| All | -79.9% | +50.7% | -130.6% | -81.4% |
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