+224.7%
HPE vs FE
+50.7%
+174.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.1% | -4.8% | -3.5% |
| 7D | +7.9% | +1.2% | +6.6% | +8.2% |
| 30D | -23.5% | +4.5% | -28.0% | -22.7% |
| 3M | -19.1% | +1.3% | -20.4% | -18.6% |
| 6M | +51.4% | +8.7% | +42.7% | +53.6% |
| YTD | +103.4% | +9.2% | +94.2% | +106.2% |
| 1Y | +114.4% | +7.0% | +107.4% | +117.2% |
| 3Y | +224.7% | +51.4% | +173.3% | +228.2% |
| All | +224.7% | +50.7% | +174.0% | +228.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling