+123.5%
HPE vs FGI
+50.2%
+73.3%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +5.9% | -1.0% | +4.7% |
| 7D | +0.3% | +6.9% | -6.6% | +0.2% |
| 30D | -28.6% | +3.9% | -32.5% | -28.6% |
| 3M | -7.4% | +74.3% | -81.6% | -9.1% |
| 6M | +63.7% | +28.9% | +34.7% | +61.0% |
| YTD | +111.7% | +39.1% | +72.6% | +107.4% |
| 1Y | +123.5% | +49.3% | +74.1% | +117.3% |
| All | +123.5% | +50.2% | +73.3% | +117.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling