+151.9%
HPQ vs FN
+763.2%
-611.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.1% | +3.8% | +0.5% |
| 7D | -1.9% | +20.8% | -22.7% | -6.0% |
| 30D | -5.7% | -17.3% | +11.6% | -3.4% |
| 3M | -0.4% | -38.1% | +37.7% | +7.2% |
| 6M | +40.0% | -44.2% | +84.3% | +50.5% |
| YTD | +34.6% | -22.3% | +56.9% | +28.7% |
| 1Y | +20.4% | -20.9% | +41.3% | +13.6% |
| 3Y | +18.3% | +111.1% | -92.8% | -21.8% |
| 5Y | +9.6% | +191.8% | -182.2% | -37.5% |
| All | +151.9% | +763.2% | -611.3% | +4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 10y: compounded portfolio wealth divided by compounded FN 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…
10y analysis · Full analysis span regression · 6 months rolling