+154.8%
HPQ vs FIX
+4,032.2%
-3,877.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +9.4% | -10.1% | -3.0% |
| 7D | -0.6% | -7.2% | +6.6% | +0.1% |
| 30D | -6.5% | -35.1% | +28.7% | +2.8% |
| 3M | -5.1% | -34.3% | +29.2% | +3.3% |
| 6M | +27.3% | -42.9% | +70.2% | +40.8% |
| YTD | +31.7% | +19.5% | +12.2% | +13.7% |
| 1Y | +13.0% | +16.8% | -3.8% | -2.3% |
| 3Y | +18.3% | +506.7% | -488.4% | -49.1% |
| 5Y | +7.4% | +1,046.7% | -1,039.3% | -65.7% |
| 10Y | +154.8% | +3,800.0% | -3,645.2% | -48.4% |
| All | +154.8% | +4,032.2% | -3,877.4% | -48.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling