+566.9%
HPE vs FDS
+122.6%
+444.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | -9.7% | -2.0% | -7.7% | -9.3% |
| 30D | -34.8% | +13.5% | -48.3% | -37.9% |
| 3M | -12.1% | +15.2% | -27.3% | -17.6% |
| 6M | +53.7% | +47.0% | +6.7% | +27.2% |
| YTD | +101.9% | +13.9% | +88.0% | +83.9% |
| 1Y | +104.3% | +25.2% | +79.2% | +76.9% |
| 3Y | +223.1% | -25.3% | +248.4% | +251.9% |
| 5Y | +249.2% | -23.3% | +272.5% | +268.2% |
| 10Y | +372.4% | +126.0% | +246.4% | +155.5% |
| All | +566.9% | +122.6% | +444.3% | +255.9% |
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