+32.2%
HPQ vs FIVE
+38.7%
-6.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.7% | -5.2% | -4.7% |
| 7D | -0.5% | +3.7% | -4.1% | -1.4% |
| 30D | +3.7% | +4.0% | -0.2% | +2.5% |
| 3M | +24.3% | +36.2% | -11.9% | +14.7% |
| 6M | +64.8% | +18.0% | +46.7% | +56.0% |
| YTD | +43.9% | +34.9% | +9.0% | +31.3% |
| 1Y | +11.7% | +67.9% | -56.3% | -4.2% |
| 3Y | +19.7% | +57.3% | -37.6% | -3.4% |
| 5Y | +32.2% | +39.5% | -7.3% | +3.3% |
| All | +32.2% | +38.7% | -6.5% | +3.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling