+395.3%
HPQ vs FE
+563.2%
-167.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -3.2% |
| 7D | -1.1% | 0.0% | -1.1% | -1.1% |
| 30D | -11.7% | +5.2% | -16.9% | -13.1% |
| 3M | +2.0% | 0.0% | +2.0% | +1.9% |
| 6M | +35.9% | +5.0% | +30.8% | +33.5% |
| YTD | +32.7% | +7.9% | +24.8% | +28.9% |
| 1Y | +14.3% | +6.3% | +8.0% | +11.4% |
| 3Y | +17.8% | +46.0% | -28.2% | +2.4% |
| 5Y | +7.6% | +45.6% | -38.1% | -7.2% |
| 10Y | +171.7% | +109.3% | +62.3% | +102.3% |
| All | +395.3% | +563.2% | -167.9% | +177.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling