+563.1%
HPE vs FANG
+182.5%
+380.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -0.2% | +12.6% | +12.5% |
| 7D | +19.4% | +2.9% | +16.5% | +18.5% |
| 30D | +5.6% | +2.6% | +3.0% | +4.8% |
| 3M | +33.1% | +7.6% | +25.5% | +29.9% |
| 6M | +192.5% | +17.3% | +175.1% | +177.8% |
| YTD | +160.9% | +38.7% | +122.2% | +136.6% |
| 1Y | +155.0% | +51.6% | +103.3% | +125.1% |
| 3Y | +289.4% | +50.0% | +239.4% | +240.9% |
| 5Y | +395.7% | +237.6% | +158.1% | +244.3% |
| All | +563.1% | +182.5% | +380.6% | +303.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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