+0.7%
HPQ vs FGI
-74.8%
+75.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -25.2% | +26.8% | +2.3% |
| 7D | +3.2% | -14.4% | +17.6% | +3.4% |
| 30D | -3.6% | -11.8% | +8.2% | -3.5% |
| 3M | -5.3% | -46.2% | +41.0% | -4.1% |
| 6M | +41.1% | +5.2% | +36.0% | +38.6% |
| YTD | +36.9% | +10.5% | +26.3% | +33.5% |
| 1Y | +23.5% | +25.5% | -2.0% | +19.9% |
| 3Y | +19.6% | -16.0% | +35.6% | +15.9% |
| All | +0.7% | -74.8% | +75.5% | +0.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling