+18.4%
HPQ vs FE
+11.4%
+7.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.5% | +5.4% | +4.9% |
| 7D | +2.2% | -0.2% | +2.4% | +2.2% |
| 30D | +9.7% | -1.2% | +10.9% | +9.6% |
| 3M | +32.7% | +1.7% | +31.1% | +34.0% |
| 6M | +77.7% | -7.5% | +85.2% | +76.5% |
| YTD | +51.0% | +6.3% | +44.7% | +52.5% |
| 1Y | +18.4% | +10.9% | +7.5% | +19.9% |
| All | +18.4% | +11.4% | +7.0% | +19.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling