+527.8%
HPQ vs FDS
+10,480.1%
-9,952.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.6% |
| 7D | +3.2% | +1.5% | +1.7% | +2.6% |
| 30D | -3.6% | +14.8% | -18.4% | -8.5% |
| 3M | -5.3% | +16.3% | -21.6% | -11.3% |
| 6M | +41.1% | +66.2% | -25.1% | +15.6% |
| YTD | +36.9% | +16.2% | +20.6% | +25.7% |
| 1Y | +23.5% | +21.8% | +1.7% | +11.3% |
| 3Y | +19.6% | -23.9% | +43.5% | +25.8% |
| 5Y | +11.4% | -23.1% | +34.5% | +15.8% |
| 10Y | +160.6% | +128.7% | +31.9% | +81.6% |
| All | +527.8% | +10,480.1% | -9,952.3% | +69.9% |
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 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