+31.6%
HPQ vs FTI
+89.7%
-58.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +1.0% | +7.4% | +8.3% |
| 7D | +9.8% | -4.4% | +14.1% | +10.0% |
| 30D | +22.4% | +1.5% | +20.9% | +22.2% |
| 3M | +45.2% | +8.2% | +37.0% | +44.4% |
| 6M | +96.4% | +18.8% | +77.6% | +93.1% |
| YTD | +65.4% | +71.7% | -6.3% | +56.1% |
| 1Y | +31.6% | +90.0% | -58.5% | +19.9% |
| All | +31.6% | +89.7% | -58.1% | +19.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling