+621.7%
HPE vs FDS
+106.2%
+515.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.5% | -1.0% | -3.3% |
| 7D | -0.6% | -1.9% | +1.3% | +0.1% |
| 30D | -2.3% | +9.0% | -11.3% | -5.5% |
| 3M | -2.9% | +18.9% | -21.7% | -10.8% |
| 6M | +143.6% | +35.1% | +108.4% | +108.2% |
| YTD | +118.5% | +5.5% | +113.0% | +107.0% |
| 1Y | +129.2% | -16.8% | +146.0% | +140.4% |
| 3Y | +212.5% | -28.1% | +240.6% | +246.9% |
| 5Y | +286.9% | -17.4% | +304.3% | +290.6% |
| 10Y | +432.3% | +85.4% | +346.9% | +224.4% |
| All | +621.7% | +106.2% | +515.5% | +300.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling