-2.6%
HPQ vs FGI
-70.0%
+67.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | +0.5% | -4.1% | +4.6% | +0.6% |
| 30D | -5.9% | -3.4% | -2.5% | -5.9% |
| 3M | -3.7% | +61.8% | -65.5% | -5.9% |
| 6M | +28.1% | +17.0% | +11.0% | +25.5% |
| YTD | +32.5% | +31.4% | +1.1% | +28.8% |
| 1Y | +18.1% | +42.7% | -24.6% | +14.4% |
| 3Y | +16.4% | -0.1% | +16.6% | +12.5% |
| All | -2.6% | -70.0% | +67.5% | -3.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling