+388.5%
HPE vs FDS
+127.0%
+261.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.8% | +0.1% |
| 7D | +13.6% | -2.6% | +16.2% | +14.4% |
| 30D | -27.1% | +14.1% | -41.2% | -30.4% |
| 3M | -14.5% | +19.8% | -34.2% | -20.4% |
| 6M | +66.9% | +55.0% | +12.0% | +36.9% |
| YTD | +111.3% | +15.9% | +95.4% | +93.1% |
| 1Y | +117.5% | +24.2% | +93.3% | +91.6% |
| 3Y | +238.1% | -24.0% | +262.1% | +267.9% |
| 5Y | +292.4% | -23.3% | +315.7% | +317.7% |
| All | +388.5% | +127.0% | +261.5% | +189.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling