+571.9%
HPE vs FDS
+127.2%
+444.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.3% | -4.0% | -3.8% |
| 7D | +7.9% | +1.5% | +6.4% | +7.4% |
| 30D | -23.5% | +14.8% | -38.3% | -27.4% |
| 3M | -19.1% | +16.3% | -35.4% | -24.3% |
| 6M | +51.4% | +66.2% | -14.8% | +19.6% |
| YTD | +103.4% | +16.2% | +87.2% | +84.1% |
| 1Y | +114.4% | +21.8% | +92.6% | +89.0% |
| 3Y | +224.7% | -23.9% | +248.5% | +251.8% |
| 5Y | +277.8% | -23.1% | +300.9% | +299.8% |
| 10Y | +371.1% | +128.7% | +242.4% | +154.7% |
| All | +571.9% | +127.2% | +444.7% | +256.4% |
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