+244.9%
HPQ vs USFR
+28.6%
+216.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.9% |
| 3M | -5.3% | +1.1% | -6.3% | -6.1% |
| 6M | +41.1% | +2.0% | +39.1% | +39.0% |
| YTD | +36.9% | +3.5% | +33.4% | +33.4% |
| 1Y | +23.5% | +4.1% | +19.4% | +19.9% |
| 3Y | +19.6% | +14.4% | +5.2% | +8.1% |
| 5Y | +11.4% | +21.4% | -10.0% | -3.7% |
| 10Y | +160.6% | +28.6% | +132.1% | +115.5% |
| All | +244.9% | +28.6% | +216.3% | +182.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling