+621.7%
HPE vs F
+73.6%
+548.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.5% | -5.9% | -5.1% |
| 7D | -0.6% | +5.3% | -5.9% | -2.8% |
| 30D | -2.3% | +4.6% | -6.9% | -4.4% |
| 3M | -2.9% | -3.7% | +0.8% | -1.7% |
| 6M | +143.6% | +16.8% | +126.7% | +124.7% |
| YTD | +118.5% | +15.3% | +103.2% | +101.9% |
| 1Y | +129.2% | +31.0% | +98.2% | +98.6% |
| 3Y | +212.5% | +45.4% | +167.1% | +147.6% |
| 5Y | +286.9% | +54.7% | +232.2% | +177.9% |
| 10Y | +432.3% | +98.2% | +334.1% | +188.3% |
| All | +621.7% | +73.6% | +548.1% | +342.3% |
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