+269.4%
HPE vs FDS
-32.7%
+302.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -3.4% | +8.5% | +5.2% |
| 7D | +13.6% | -8.8% | +22.4% | +14.0% |
| 30D | +7.7% | -1.4% | +9.1% | +7.7% |
| 3M | +22.4% | +13.9% | +8.5% | +20.9% |
| 6M | +172.6% | +27.4% | +145.2% | +162.5% |
| YTD | +147.5% | -2.5% | +150.0% | +155.5% |
| 1Y | +151.8% | -23.8% | +175.6% | +181.5% |
| All | +269.4% | -32.7% | +302.1% | +315.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling