+138.0%
HPQ vs FND
+66.0%
+71.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.7% | +0.5% | +1.7% |
| 7D | +6.9% | -5.2% | +12.2% | +8.5% |
| 30D | +14.4% | -19.9% | +34.3% | +22.0% |
| 3M | +25.6% | +2.7% | +22.9% | +23.0% |
| 6M | +75.0% | -21.7% | +96.7% | +84.3% |
| YTD | +50.7% | -17.5% | +68.2% | +55.2% |
| 1Y | +18.7% | -39.3% | +58.0% | +33.9% |
| 3Y | +21.5% | -49.8% | +71.3% | +40.2% |
| 5Y | +31.6% | -60.1% | +91.6% | +54.2% |
| All | +138.0% | +66.0% | +71.9% | +96.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling