+17.4%
HPQ vs FIVE
+63.1%
-45.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.6% | -6.3% | -1.4% |
| 7D | -0.6% | +6.2% | -6.8% | -1.4% |
| 30D | -6.5% | +18.2% | -24.6% | -8.0% |
| 3M | -5.1% | +3.8% | -8.9% | -5.7% |
| 6M | +27.3% | +13.7% | +13.6% | +25.1% |
| YTD | +31.7% | +34.7% | -3.0% | +23.6% |
| All | +17.4% | +63.1% | -45.8% | +3.0% |
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