+184.2%
HPQ vs FCUV
-95.9%
+280.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -7.0% | +11.9% | +4.9% |
| 7D | +2.2% | -63.8% | +66.0% | +2.4% |
| 30D | +9.7% | -14.7% | +24.4% | +9.7% |
| 3M | +32.7% | +65.3% | -32.6% | +31.0% |
| 6M | +77.7% | -68.5% | +146.2% | +75.9% |
| YTD | +51.0% | -83.0% | +134.0% | +49.7% |
| 1Y | +18.4% | -94.4% | +112.8% | +17.6% |
| 3Y | +25.6% | -99.3% | +124.8% | +24.7% |
| 5Y | +38.6% | -99.9% | +138.5% | +37.8% |
| 10Y | +226.1% | -98.6% | +324.8% | +223.1% |
| All | +184.2% | -95.9% | +280.1% | +182.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling