+31.6%
HPQ vs FND
-45.3%
+76.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +1.0% | +7.4% | +8.2% |
| 7D | +9.8% | -5.8% | +15.5% | +10.9% |
| 30D | +22.4% | -20.2% | +42.6% | +27.0% |
| 3M | +45.2% | -12.0% | +57.1% | +47.9% |
| 6M | +96.4% | -18.5% | +114.9% | +104.0% |
| YTD | +65.4% | -22.3% | +87.6% | +71.5% |
| 1Y | +31.6% | -47.6% | +79.2% | +52.0% |
| All | +31.6% | -45.3% | +76.9% | +52.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 1y: compounded portfolio wealth divided by compounded FND 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…
1y analysis · Full analysis span regression · 6 months rolling