+37.3%
HPQ vs FDS
-23.5%
+60.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -3.4% | +7.3% | +5.1% |
| 7D | +1.3% | -8.8% | +10.0% | +4.5% |
| 30D | +8.7% | -1.4% | +10.1% | +8.7% |
| 3M | +31.5% | +13.9% | +17.6% | +24.5% |
| 6M | +76.0% | +27.4% | +48.6% | +60.1% |
| YTD | +49.5% | -2.5% | +52.0% | +49.1% |
| 1Y | +17.3% | -23.8% | +41.0% | +28.1% |
| 3Y | +24.4% | -32.5% | +56.8% | +40.1% |
| 5Y | +37.3% | -23.2% | +60.5% | +60.9% |
| All | +37.3% | -23.5% | +60.8% | +60.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling