-79.1%
FIG vs HPQ
+37.3%
-116.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.2% | -6.6% | -5.3% |
| 7D | -16.3% | +6.9% | -23.3% | -18.8% |
| 30D | -14.3% | +14.4% | -28.8% | -19.8% |
| 3M | +7.2% | +25.6% | -18.5% | -3.8% |
| 6M | -18.6% | +75.0% | -93.7% | -35.0% |
| YTD | -35.5% | +50.7% | -86.1% | -45.1% |
| 1Y | -55.8% | +18.7% | -74.4% | -60.6% |
| All | -79.1% | +37.3% | -116.4% | -79.9% |
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