+13.1%
HPQ vs FIX
+1,026.2%
-1,013.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.0% | +1.9% |
| 7D | +3.2% | +9.4% | -6.3% | +1.8% |
| 30D | -3.6% | -27.8% | +24.2% | +0.3% |
| 3M | -5.3% | -35.6% | +30.3% | 0.0% |
| 6M | +41.1% | -45.2% | +86.4% | +51.8% |
| YTD | +36.9% | +19.5% | +17.4% | +22.1% |
| 1Y | +23.5% | +24.2% | -0.7% | +8.8% |
| 3Y | +19.6% | +494.2% | -474.6% | -40.7% |
| All | +13.1% | +1,026.2% | -1,013.1% | -61.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling