+121.1%
HPQ vs FN
+3,082.8%
-2,961.7%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.8% | +5.4% | +1.5% |
| 7D | +0.5% | -4.1% | +4.6% | +0.6% |
| 30D | -5.9% | -28.3% | +22.4% | -1.3% |
| 3M | -3.7% | -33.9% | +30.2% | +1.5% |
| 6M | +28.1% | -43.9% | +72.0% | +36.3% |
| YTD | +32.5% | -23.4% | +55.9% | +28.8% |
| 1Y | +18.1% | -25.4% | +43.5% | +14.6% |
| 3Y | +16.4% | +107.9% | -91.5% | -14.7% |
| 5Y | +8.9% | +195.1% | -186.2% | -28.2% |
| 10Y | +157.6% | +794.1% | -636.5% | +32.8% |
| All | +121.1% | +3,082.8% | -2,961.7% | +2.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling