+243.8%
HPQ vs FCUV
-98.6%
+342.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +3.3% | +5.1% | +8.4% |
| 7D | +9.8% | -66.5% | +76.2% | +10.0% |
| 30D | +22.4% | +5.0% | +17.4% | +22.2% |
| 3M | +45.2% | +63.8% | -18.6% | +42.9% |
| 6M | +96.4% | -67.8% | +164.3% | +94.1% |
| YTD | +65.4% | -82.4% | +147.8% | +63.6% |
| 1Y | +31.6% | -94.7% | +126.3% | +30.6% |
| 3Y | +37.0% | -99.3% | +136.3% | +35.9% |
| 5Y | +53.0% | -99.9% | +152.9% | +52.0% |
| All | +243.8% | -98.6% | +342.4% | +231.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 FCUV 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