+31.6%
HPQ vs USFR
+4.1%
+27.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +0.1% | +8.3% | +7.5% |
| 7D | +9.8% | +0.1% | +9.6% | +8.4% |
| 30D | +22.4% | +0.4% | +22.0% | +18.6% |
| 3M | +45.2% | +1.0% | +44.1% | +31.0% |
| 6M | +96.4% | +2.0% | +94.4% | +78.7% |
| YTD | +65.4% | +2.8% | +62.6% | +55.6% |
| 1Y | +31.6% | +4.1% | +27.5% | +29.2% |
| All | +31.6% | +4.1% | +27.5% | +29.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling