+31.6%
HPQ vs FDS
-27.2%
+58.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -1.2% | +9.6% | +8.7% |
| 7D | +9.8% | -14.0% | +23.7% | +14.3% |
| 30D | +22.4% | -6.2% | +28.6% | +23.8% |
| 3M | +45.2% | +10.2% | +35.0% | +40.5% |
| 6M | +96.4% | +27.4% | +69.0% | +86.3% |
| YTD | +65.4% | -9.3% | +74.7% | +65.3% |
| 1Y | +31.6% | -28.6% | +60.2% | +30.0% |
| All | +31.6% | -27.2% | +58.8% | +30.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling