+198.9%
HPQ vs FN
+882.3%
-683.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.2% | -6.7% | -5.0% |
| 7D | -0.5% | +3.5% | -4.0% | -1.3% |
| 30D | +3.7% | -26.0% | +29.7% | +9.5% |
| 3M | +24.3% | -33.3% | +57.6% | +32.7% |
| 6M | +64.8% | -14.9% | +79.7% | +61.2% |
| YTD | +43.9% | -8.6% | +52.5% | +35.6% |
| 1Y | +11.7% | +12.3% | -0.7% | -1.8% |
| 3Y | +19.7% | +174.4% | -154.7% | -24.5% |
| 5Y | +32.2% | +296.4% | -264.2% | -28.9% |
| 10Y | +198.9% | +890.0% | -691.1% | +19.3% |
| All | +198.9% | +882.3% | -683.4% | +19.3% |
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