+495.9%
HPE vs F
+89.8%
+406.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -4.2% | +12.0% | +9.5% |
| 7D | +10.1% | +1.2% | +9.0% | +9.4% |
| 30D | +5.3% | +1.2% | +4.1% | +4.3% |
| 3M | +12.7% | -5.7% | +18.3% | +14.7% |
| 6M | +167.7% | +17.9% | +149.7% | +145.8% |
| YTD | +135.5% | +10.4% | +125.0% | +121.5% |
| 1Y | +143.4% | +25.3% | +118.0% | +115.0% |
| 3Y | +249.2% | +37.5% | +211.7% | +184.3% |
| 5Y | +343.8% | +46.5% | +297.3% | +228.3% |
| 10Y | +495.9% | +86.4% | +409.5% | +226.4% |
| All | +495.9% | +89.8% | +406.0% | +226.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling