+677.7%
HPE vs FCUV
-99.3%
+776.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -65.2% | +73.0% | +7.9% |
| 7D | +10.1% | -47.9% | +58.1% | +10.2% |
| 30D | +5.3% | +13.7% | -8.4% | +5.0% |
| 3M | +12.7% | +97.0% | -84.3% | +11.0% |
| 6M | +167.7% | -66.1% | +233.8% | +164.5% |
| YTD | +135.5% | -81.8% | +217.2% | +133.0% |
| 1Y | +143.4% | -93.3% | +236.7% | +141.4% |
| 3Y | +249.2% | -99.2% | +348.4% | +246.2% |
| 5Y | +343.8% | -99.9% | +443.7% | +340.3% |
| 10Y | +495.9% | -98.5% | +594.4% | +484.9% |
| All | +677.7% | -99.3% | +776.9% | +638.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 FCUV 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