-2.4%
HPQ vs FGI
-70.6%
+68.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.5% | -3.3% |
| 7D | -1.1% | -7.0% | +5.8% | -0.9% |
| 30D | -11.7% | -4.2% | -7.5% | -11.7% |
| 3M | +2.0% | +55.6% | -53.6% | -0.3% |
| 6M | +35.9% | -3.2% | +39.0% | +33.5% |
| YTD | +32.7% | +29.1% | +3.5% | +29.0% |
| 1Y | +14.3% | +51.0% | -36.7% | +10.6% |
| 3Y | +17.8% | +1.5% | +16.3% | +13.7% |
| All | -2.4% | -70.6% | +68.1% | -2.9% |
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