+18.7%
HPQ vs FIVE
+66.7%
-48.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.1% | -2.9% | +1.3% |
| 7D | +6.9% | +4.3% | +2.7% | +6.1% |
| 30D | +14.4% | +12.5% | +1.9% | +11.8% |
| 3M | +25.6% | +31.2% | -5.6% | +19.4% |
| 6M | +75.0% | +14.4% | +60.7% | +68.3% |
| YTD | +50.7% | +33.9% | +16.8% | +37.2% |
| 1Y | +18.7% | +65.1% | -46.4% | -2.9% |
| All | +18.7% | +66.7% | -48.0% | -2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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