+32.2%
HPQ vs FE
+48.2%
-16.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.7% | -3.8% | -4.4% |
| 7D | -0.5% | +0.6% | -1.1% | -0.6% |
| 30D | +3.7% | -2.1% | +5.9% | +4.2% |
| 3M | +24.3% | +2.6% | +21.7% | +23.6% |
| 6M | +64.8% | -6.8% | +71.5% | +67.2% |
| YTD | +43.9% | +6.9% | +37.0% | +41.0% |
| 1Y | +11.7% | +11.6% | +0.1% | +8.0% |
| 3Y | +19.7% | +47.7% | -28.0% | +4.0% |
| 5Y | +32.2% | +46.2% | -14.0% | +10.5% |
| All | +32.2% | +48.2% | -16.0% | +10.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling