+18.1%
HPQ vs FIX
+13.3%
+4.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.5% |
| 7D | +0.5% | -13.9% | +14.5% | -0.4% |
| 30D | -5.9% | -35.5% | +29.6% | -8.7% |
| 3M | -3.7% | -33.9% | +30.2% | -6.4% |
| 6M | +28.1% | -43.3% | +71.4% | +24.8% |
| YTD | +32.5% | +18.7% | +13.8% | +25.5% |
| 1Y | +18.1% | +13.8% | +4.3% | +13.1% |
| All | +18.1% | +13.3% | +4.8% | +13.1% |
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