+591.2%
HPQ vs FDS
+9,502.8%
-8,911.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.5% | +5.7% | +3.5% |
| 7D | +6.9% | -1.9% | +8.8% | +7.5% |
| 30D | +14.4% | +9.0% | +5.4% | +10.6% |
| 3M | +25.6% | +18.9% | +6.8% | +16.9% |
| 6M | +75.0% | +35.1% | +39.9% | +54.6% |
| YTD | +50.7% | +5.5% | +45.2% | +44.4% |
| 1Y | +18.7% | -16.8% | +35.5% | +23.1% |
| 3Y | +21.5% | -28.1% | +49.6% | +31.4% |
| 5Y | +31.6% | -17.4% | +49.0% | +34.0% |
| 10Y | +216.1% | +85.4% | +130.6% | +138.5% |
| All | +591.2% | +9,502.8% | -8,911.6% | +95.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling