+13.1%
HPQ vs USFR
+21.4%
-8.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.6% | +1.6% |
| 7D | +3.2% | +0.1% | +3.1% | +3.1% |
| 30D | -3.6% | +0.4% | -4.0% | -4.1% |
| 3M | -5.3% | +1.1% | -6.3% | -6.7% |
| 6M | +41.1% | +2.0% | +39.1% | +37.4% |
| YTD | +36.9% | +3.5% | +33.4% | +32.3% |
| 1Y | +23.5% | +4.1% | +19.4% | +19.0% |
| 3Y | +19.6% | +14.4% | +5.2% | +10.6% |
| All | +13.1% | +21.4% | -8.3% | +15.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling