+343.8%
HPE vs FDS
-20.4%
+364.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -4.3% | +12.0% | +8.4% |
| 7D | +10.1% | -5.4% | +15.5% | +11.1% |
| 30D | +5.3% | +1.6% | +3.7% | +4.8% |
| 3M | +12.7% | +17.7% | -5.1% | +8.3% |
| 6M | +167.7% | +29.1% | +138.6% | +148.4% |
| YTD | +135.5% | +1.0% | +134.5% | +136.5% |
| 1Y | +143.4% | -21.6% | +165.0% | +167.9% |
| 3Y | +249.2% | -30.1% | +279.3% | +297.9% |
| 5Y | +343.8% | -20.7% | +364.6% | +389.1% |
| All | +343.8% | -20.4% | +364.2% | +389.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling