+489.7%
HPE vs FDS
+66.9%
+422.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -5.8% | -0.4% | -4.4% |
| 7D | +1.4% | -16.0% | +17.4% | +7.2% |
| 30D | +1.5% | -6.7% | +8.3% | +3.4% |
| 3M | +21.7% | +6.0% | +15.8% | +16.4% |
| 6M | +164.2% | +25.1% | +139.1% | +131.6% |
| YTD | +132.1% | -8.1% | +140.2% | +130.6% |
| 1Y | +130.6% | -26.0% | +156.7% | +150.6% |
| 3Y | +244.1% | -36.4% | +280.5% | +295.9% |
| 5Y | +340.8% | -27.7% | +368.6% | +365.4% |
| All | +489.7% | +66.9% | +422.9% | +297.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded FDS 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling