+8.7%
HPQ vs FIX
+933.9%
-925.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +5.4% | -8.8% | -4.1% |
| 7D | -1.1% | -17.5% | +16.3% | +1.1% |
| 30D | -11.7% | -41.6% | +29.8% | -5.1% |
| 3M | +2.0% | -40.6% | +42.6% | +9.0% |
| 6M | +35.9% | -49.4% | +85.2% | +47.7% |
| YTD | +32.7% | +9.2% | +23.5% | +20.0% |
| 1Y | +14.3% | +6.5% | +7.8% | +3.6% |
| 3Y | +17.8% | +448.7% | -430.9% | -41.1% |
| All | +8.7% | +933.9% | -925.2% | -62.6% |
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