-80.9%
FIG vs HPQ
+37.6%
-118.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +4.9% | -8.2% | -5.3% |
| 7D | -14.5% | +2.2% | -16.7% | -15.3% |
| 30D | -13.3% | +9.7% | -23.1% | -17.2% |
| 3M | +7.4% | +32.7% | -25.3% | -5.8% |
| 6M | -27.8% | +77.7% | -105.5% | -42.6% |
| YTD | -41.1% | +51.0% | -92.1% | -50.0% |
| 1Y | -58.7% | +18.4% | -77.1% | -63.3% |
| All | -80.9% | +37.6% | -118.5% | -81.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling