+333.9%
HPQ vs FTI
+1,779.9%
-1,446.0%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.1% | -0.4% | +1.1% |
| 7D | +3.2% | +4.3% | -1.2% | +1.9% |
| 30D | -3.6% | -4.7% | +1.1% | -2.8% |
| 3M | -5.3% | -13.5% | +8.2% | -1.9% |
| 6M | +41.1% | -8.7% | +49.9% | +43.2% |
| YTD | +36.9% | +49.0% | -12.1% | +19.7% |
| 1Y | +23.5% | +54.0% | -30.5% | +6.9% |
| 3Y | +19.6% | +211.6% | -192.0% | -18.0% |
| 5Y | +11.4% | +881.9% | -870.5% | -48.7% |
| 10Y | +160.6% | +188.1% | -27.5% | +47.0% |
| All | +333.9% | +1,779.9% | -1,446.0% | +25.7% |
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