+36.2%
HPQ vs FIX
+2,061.9%
-2,025.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.9% | +0.3% | +1.9% |
| 7D | +6.9% | +6.0% | +0.9% | +5.9% |
| 30D | +14.4% | -7.2% | +21.7% | +15.5% |
| 3M | +25.6% | -15.9% | +41.5% | +27.9% |
| 6M | +75.0% | +12.7% | +62.3% | +65.6% |
| YTD | +50.7% | +72.8% | -22.1% | +28.0% |
| 1Y | +18.7% | +122.9% | -104.2% | -6.7% |
| 3Y | +21.5% | +774.3% | -752.8% | -43.7% |
| All | +36.2% | +2,061.9% | -2,025.7% | -62.3% |
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