+243.8%
HPQ vs FTV
+80.7%
+163.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +0.3% | +8.1% | +8.2% |
| 7D | +9.8% | -4.0% | +13.7% | +12.6% |
| 30D | +22.4% | -11.0% | +33.4% | +31.5% |
| 3M | +45.2% | -8.4% | +53.6% | +52.5% |
| 6M | +96.4% | -2.6% | +99.0% | +96.0% |
| YTD | +65.4% | -0.6% | +66.0% | +61.7% |
| 1Y | +31.6% | +11.0% | +20.6% | +19.2% |
| 3Y | +37.0% | -6.3% | +43.4% | +36.8% |
| 5Y | +53.0% | -1.5% | +54.5% | +45.3% |
| All | +243.8% | +80.7% | +163.1% | +145.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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