+372.4%
HPE vs FE
+110.9%
+261.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | -9.7% | -0.5% | -9.2% | -9.6% |
| 30D | -34.8% | +4.3% | -39.1% | -35.5% |
| 3M | -12.1% | +0.4% | -12.5% | -12.3% |
| 6M | +53.7% | +6.9% | +46.8% | +50.3% |
| YTD | +101.9% | +8.0% | +93.9% | +96.2% |
| 1Y | +104.3% | +4.8% | +99.5% | +100.0% |
| 3Y | +223.1% | +49.0% | +174.1% | +180.3% |
| 5Y | +249.2% | +46.2% | +203.0% | +201.8% |
| 10Y | +372.4% | +120.9% | +251.6% | +305.8% |
| All | +372.4% | +110.9% | +261.6% | +305.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling