+412.9%
HPQ vs FIVE
+874.1%
-461.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.6% | -6.3% | -2.1% |
| 7D | -0.6% | +6.2% | -6.8% | -2.1% |
| 30D | -6.5% | +18.2% | -24.6% | -10.2% |
| 3M | -5.1% | +3.8% | -8.9% | -6.4% |
| 6M | +27.3% | +13.7% | +13.6% | +22.0% |
| YTD | +31.7% | +34.7% | -3.0% | +20.3% |
| 1Y | +13.0% | +66.6% | -53.7% | -2.3% |
| 3Y | +18.3% | +44.3% | -26.0% | -0.8% |
| 5Y | +7.4% | +18.8% | -11.4% | -8.7% |
| 10Y | +154.8% | +569.2% | -414.4% | +51.8% |
| All | +412.9% | +874.1% | -461.2% | +171.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling