+249.2%
HPE vs FDS
-22.8%
+272.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | -9.7% | -2.0% | -7.7% | -9.6% |
| 30D | -34.8% | +13.5% | -48.3% | -35.9% |
| 3M | -12.1% | +15.2% | -27.3% | -14.2% |
| 6M | +53.7% | +47.0% | +6.7% | +40.2% |
| YTD | +101.9% | +13.9% | +88.0% | +99.3% |
| 1Y | +104.3% | +25.2% | +79.2% | +93.8% |
| 3Y | +223.1% | -25.3% | +248.4% | +271.5% |
| 5Y | +249.2% | -23.3% | +272.5% | +281.5% |
| All | +249.2% | -22.8% | +272.0% | +281.5% |
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