+378.7%
HPQ vs FTI
+2,107.5%
-1,728.9%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.4% | +5.4% | +5.1% |
| 7D | +2.2% | -2.3% | +4.6% | +2.9% |
| 30D | +9.7% | +5.0% | +4.7% | +8.1% |
| 3M | +32.7% | +13.8% | +18.9% | +27.3% |
| 6M | +77.7% | +22.9% | +54.8% | +65.9% |
| YTD | +51.0% | +75.0% | -24.0% | +26.7% |
| 1Y | +18.4% | +96.9% | -78.5% | -4.4% |
| 3Y | +25.6% | +276.7% | -251.2% | -18.4% |
| 5Y | +38.6% | +1,157.0% | -1,118.4% | -40.7% |
| 10Y | +226.1% | +310.7% | -84.6% | +66.2% |
| All | +378.7% | +2,107.5% | -1,728.9% | +33.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling