+116.4%
HPE vs F
+2.7%
+113.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +2.9% | -8.6% | -6.3% |
| 7D | -17.0% | +6.0% | -23.0% | -18.2% |
| 30D | -26.7% | +4.3% | -31.0% | -27.6% |
| 3M | -4.1% | -10.1% | +5.9% | -1.5% |
| 6M | +75.4% | +12.8% | +62.7% | +62.4% |
| YTD | +111.0% | -0.1% | +111.1% | +97.5% |
| 1Y | +116.4% | +3.7% | +112.8% | +95.0% |
| All | +116.4% | +2.7% | +113.7% | +95.0% |
Cumulative growth
Daily Returns
Daily percentage return beside F.
Daily Out/Under-Performance
Portfolio return minus F return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × F 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 F 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