+243.8%
HPQ vs USFR
+28.1%
+215.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +0.1% | +8.3% | +8.3% |
| 7D | +9.8% | +0.1% | +9.6% | +9.6% |
| 30D | +22.4% | +0.4% | +22.0% | +22.0% |
| 3M | +45.2% | +1.0% | +44.1% | +44.1% |
| 6M | +96.4% | +2.0% | +94.4% | +93.9% |
| YTD | +65.4% | +2.8% | +62.6% | +62.6% |
| 1Y | +31.6% | +4.1% | +27.5% | +28.3% |
| 3Y | +37.0% | +14.1% | +22.9% | +26.1% |
| 5Y | +53.0% | +20.6% | +32.4% | +36.5% |
| All | +243.8% | +28.1% | +215.7% | +192.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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