+23.9%
HPQ vs FDS
-32.7%
+56.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -3.4% | +7.3% | +4.9% |
| 7D | +1.3% | -8.8% | +10.0% | +3.9% |
| 30D | +8.7% | -1.4% | +10.1% | +8.7% |
| 3M | +31.5% | +13.9% | +17.6% | +25.9% |
| 6M | +76.0% | +27.4% | +48.6% | +64.2% |
| YTD | +49.5% | -2.5% | +52.0% | +48.8% |
| 1Y | +17.3% | -23.8% | +41.0% | +24.4% |
| All | +23.9% | -32.7% | +56.6% | +34.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling