+11.7%
HPQ vs FIX
+132.0%
-120.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.4% | -6.9% | -4.3% |
| 7D | -0.5% | +6.1% | -6.5% | -0.1% |
| 30D | +3.7% | -2.7% | +6.4% | +3.6% |
| 3M | +24.3% | -10.9% | +35.3% | +24.3% |
| 6M | +64.8% | +29.0% | +35.8% | +62.2% |
| YTD | +43.9% | +76.9% | -33.0% | +37.6% |
| 1Y | +11.7% | +130.7% | -119.1% | +4.0% |
| All | +11.7% | +132.0% | -120.4% | +4.0% |
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