+223.0%
HPQ vs FE
+110.4%
+112.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.5% | +4.4% | +4.1% |
| 7D | +1.3% | -0.2% | +1.4% | +1.3% |
| 30D | +8.7% | -1.2% | +9.9% | +9.0% |
| 3M | +31.5% | +1.7% | +29.8% | +30.7% |
| 6M | +76.0% | -7.5% | +83.5% | +79.7% |
| YTD | +49.5% | +6.3% | +43.2% | +45.9% |
| 1Y | +17.3% | +10.9% | +6.4% | +12.6% |
| 3Y | +24.4% | +46.9% | -22.6% | +6.9% |
| 5Y | +37.3% | +47.6% | -10.3% | +16.6% |
| 10Y | +223.0% | +114.5% | +108.5% | +161.0% |
| All | +223.0% | +110.4% | +112.6% | +161.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 10y: compounded portfolio wealth divided by compounded FE 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…
10y analysis · Full analysis span regression · 6 months rolling