+51.0%
HPQ vs FTI
+1,066.8%
-1,015.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +1.0% | +7.4% | +8.2% |
| 7D | +9.8% | -4.4% | +14.1% | +10.8% |
| 30D | +22.4% | +1.5% | +20.9% | +21.9% |
| 3M | +45.2% | +8.2% | +37.0% | +42.2% |
| 6M | +96.4% | +18.8% | +77.6% | +87.6% |
| YTD | +65.4% | +71.7% | -6.3% | +44.6% |
| 1Y | +31.6% | +90.0% | -58.5% | +11.9% |
| 3Y | +37.0% | +270.5% | -233.5% | -1.6% |
| All | +51.0% | +1,066.8% | -1,015.9% | -21.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling