+462.6%
HPQ vs FE
+561.4%
-98.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.6% | +2.8% | +2.4% |
| 7D | +6.9% | +1.9% | +5.0% | +6.3% |
| 30D | +14.4% | -1.2% | +15.6% | +14.8% |
| 3M | +25.6% | +3.5% | +22.1% | +24.1% |
| 6M | +75.0% | -6.1% | +81.1% | +77.8% |
| YTD | +50.7% | +7.6% | +43.1% | +46.5% |
| 1Y | +18.7% | +11.9% | +6.7% | +13.8% |
| 3Y | +21.5% | +48.4% | -26.9% | +5.0% |
| 5Y | +31.6% | +44.8% | -13.2% | +13.7% |
| 10Y | +216.1% | +115.9% | +100.2% | +132.9% |
| All | +462.6% | +561.4% | -98.8% | +215.3% |
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