+217.2%
HPQ vs FDS
+66.9%
+150.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.8% | +6.9% | +3.7% |
| 7D | +3.5% | -16.0% | +19.5% | +11.7% |
| 30D | +13.7% | -6.7% | +20.4% | +16.5% |
| 3M | +33.9% | +6.0% | +27.9% | +28.5% |
| 6M | +80.9% | +25.1% | +55.8% | +59.6% |
| YTD | +52.6% | -8.1% | +60.7% | +54.5% |
| 1Y | +21.2% | -26.0% | +47.3% | +35.3% |
| 3Y | +26.9% | -36.4% | +63.3% | +49.6% |
| 5Y | +41.1% | -27.7% | +68.9% | +51.8% |
| All | +217.2% | +66.9% | +150.3% | +113.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded FDS 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling