+522.9%
HPE vs F
+47.8%
+475.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.7% |
| 7D | -18.7% | +1.6% | -20.3% | -19.4% |
| 30D | -37.9% | +2.6% | -40.5% | -38.9% |
| 3M | -14.4% | -8.8% | -5.6% | -12.2% |
| 6M | +48.2% | +4.6% | +43.6% | +42.3% |
| YTD | +88.6% | -1.9% | +90.5% | +84.8% |
| 1Y | +94.8% | -0.8% | +95.5% | +89.8% |
| 3Y | +202.7% | +43.5% | +159.2% | +139.4% |
| 5Y | +231.6% | -12.1% | +243.7% | +209.5% |
| 10Y | +361.9% | +83.6% | +278.3% | +152.5% |
| All | +522.9% | +47.8% | +475.2% | +304.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling