+299.7%
HPE vs FGI
-69.8%
+369.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +1.9% | +5.9% | +7.7% |
| 7D | +10.1% | +5.2% | +5.0% | +10.0% |
| 30D | +5.3% | +65.2% | -59.9% | +3.6% |
| 3M | +12.7% | +30.2% | -17.5% | +11.1% |
| 6M | +167.7% | +87.8% | +79.8% | +160.8% |
| YTD | +135.5% | +32.5% | +103.0% | +130.6% |
| 1Y | +143.4% | +93.6% | +49.8% | +134.9% |
| 3Y | +249.2% | -2.6% | +251.7% | +241.0% |
| All | +299.7% | -69.8% | +369.5% | +297.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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