+121.4%
HPQ vs FN
+2,887.5%
-2,766.1%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +11.7% | -15.0% | -5.5% |
| 7D | -1.1% | 0.0% | -1.1% | -1.9% |
| 30D | -11.7% | -34.3% | +22.6% | -5.7% |
| 3M | +2.0% | -39.9% | +41.8% | +9.6% |
| 6M | +35.9% | -51.8% | +87.7% | +49.2% |
| YTD | +32.7% | -28.1% | +60.8% | +30.7% |
| 1Y | +14.3% | -29.1% | +43.4% | +12.0% |
| 3Y | +17.8% | +102.4% | -84.6% | -13.2% |
| 5Y | +7.6% | +171.7% | -164.1% | -27.9% |
| 10Y | +171.7% | +773.5% | -601.8% | +41.0% |
| All | +121.4% | +2,887.5% | -2,766.1% | +3.6% |
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