+243.8%
HPQ vs FTI
+305.3%
-61.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +1.0% | +7.4% | +8.1% |
| 7D | +9.8% | -4.4% | +14.1% | +11.1% |
| 30D | +22.4% | +1.5% | +20.9% | +21.8% |
| 3M | +45.2% | +8.2% | +37.0% | +41.5% |
| 6M | +96.4% | +18.8% | +77.6% | +85.7% |
| YTD | +65.4% | +71.7% | -6.3% | +40.7% |
| 1Y | +31.6% | +90.0% | -58.5% | +8.4% |
| 3Y | +37.0% | +270.5% | -233.5% | -8.8% |
| 5Y | +53.0% | +1,084.5% | -1,031.5% | -31.3% |
| All | +243.8% | +305.3% | -61.4% | +71.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 10y: compounded portfolio wealth divided by compounded FTI 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…
10y analysis · Full analysis span regression · 6 months rolling