+213.9%
HPQ vs FDS
+77.2%
+136.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -3.4% | +8.3% | +6.5% |
| 7D | +2.2% | -8.8% | +11.0% | +6.4% |
| 30D | +9.7% | -1.4% | +11.1% | +9.9% |
| 3M | +32.7% | +13.9% | +18.9% | +23.4% |
| 6M | +77.7% | +27.4% | +50.3% | +55.7% |
| YTD | +51.0% | -2.5% | +53.5% | +49.0% |
| 1Y | +18.4% | -23.8% | +42.2% | +30.8% |
| 3Y | +25.6% | -32.5% | +58.1% | +44.3% |
| 5Y | +38.6% | -23.2% | +61.8% | +45.2% |
| All | +213.9% | +77.2% | +136.7% | +105.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling