+116.4%
HPE vs FE
+6.1%
+110.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | 0.0% | -5.6% | -5.7% |
| 7D | -17.0% | +1.7% | -18.7% | -16.0% |
| 30D | -26.7% | +8.1% | -34.8% | -23.4% |
| 3M | -4.1% | -1.3% | -2.8% | -4.3% |
| 6M | +75.4% | +2.9% | +72.5% | +80.2% |
| YTD | +111.0% | +8.6% | +102.5% | +123.8% |
| 1Y | +116.4% | +6.3% | +110.1% | +128.5% |
| All | +116.4% | +6.1% | +110.4% | +128.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 1y: compounded portfolio wealth divided by compounded FE 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…
1y analysis · Full analysis span regression · 6 months rolling