+39.7%
HPQ vs FND
-62.2%
+101.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.7% | +5.6% | +5.1% |
| 7D | +2.2% | -0.8% | +3.0% | +2.5% |
| 30D | +9.7% | -19.6% | +29.3% | +17.0% |
| 3M | +32.7% | -4.3% | +37.1% | +33.0% |
| 6M | +77.7% | -20.4% | +98.2% | +86.7% |
| YTD | +51.0% | -21.9% | +72.8% | +58.5% |
| 1Y | +18.4% | -45.2% | +63.6% | +39.4% |
| 3Y | +25.6% | -49.2% | +74.8% | +45.0% |
| All | +39.7% | -62.2% | +101.9% | +61.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling