+21.3%
HPQ vs FGI
+38.7%
-17.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -5.0% | +10.9% | +6.0% |
| 7D | -7.8% | +3.3% | -11.1% | -7.9% |
| 30D | -4.9% | -2.0% | -2.8% | -4.9% |
| 3M | +4.9% | +60.3% | -55.4% | +1.8% |
| 6M | +47.1% | +0.7% | +46.3% | +43.5% |
| YTD | +39.5% | +30.2% | +9.3% | +36.2% |
| 1Y | +21.3% | +44.4% | -23.1% | +21.5% |
| All | +21.3% | +38.7% | -17.4% | +21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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