+151.5%
HPQ vs FN
+3,620.5%
-3,469.0%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.1% | -0.9% | +1.6% |
| 7D | +6.9% | -1.7% | +8.6% | +7.3% |
| 30D | +14.4% | -22.0% | +36.4% | +19.0% |
| 3M | +25.6% | -43.0% | +68.6% | +37.1% |
| 6M | +75.0% | -27.7% | +102.8% | +78.1% |
| YTD | +50.7% | -10.5% | +61.2% | +44.8% |
| 1Y | +18.7% | +12.5% | +6.2% | +7.4% |
| 3Y | +21.5% | +153.8% | -132.3% | -13.0% |
| 5Y | +31.6% | +288.0% | -256.4% | -16.5% |
| 10Y | +216.1% | +906.4% | -690.4% | +61.7% |
| All | +151.5% | +3,620.5% | -3,469.0% | +14.8% |
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