+55.3%
HPQ vs FRSH
-72.5%
+127.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +0.2% | +8.2% | +8.4% |
| 7D | +9.8% | -6.6% | +16.4% | +11.1% |
| 30D | +22.4% | +2.1% | +20.2% | +21.6% |
| 3M | +45.2% | +29.0% | +16.2% | +38.1% |
| 6M | +96.4% | +48.6% | +47.8% | +82.2% |
| YTD | +65.4% | -2.9% | +68.3% | +63.8% |
| 1Y | +31.6% | -7.9% | +39.5% | +31.3% |
| 3Y | +37.0% | -46.5% | +83.5% | +45.1% |
| All | +55.3% | -72.5% | +127.8% | +51.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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