+18.7%
HPQ vs FIX
+128.3%
-109.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.9% | +0.3% | +2.3% |
| 7D | +6.9% | +6.0% | +0.9% | +7.4% |
| 30D | +14.4% | -7.2% | +21.7% | +13.9% |
| 3M | +25.6% | -15.9% | +41.5% | +25.4% |
| 6M | +75.0% | +12.7% | +62.3% | +73.0% |
| YTD | +50.7% | +72.8% | -22.1% | +44.3% |
| 1Y | +18.7% | +122.9% | -104.2% | +11.5% |
| All | +18.7% | +128.3% | -109.6% | +11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 FIX 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