+94.8%
HPE vs FGI
+46.9%
+47.9%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.4% |
| 7D | -18.7% | -7.0% | -11.8% | -18.6% |
| 30D | -37.9% | -4.2% | -33.7% | -37.9% |
| 3M | -14.4% | +55.6% | -70.0% | -15.8% |
| 6M | +48.2% | -3.2% | +51.4% | +47.0% |
| YTD | +88.6% | +29.1% | +59.5% | +85.0% |
| 1Y | +94.8% | +51.0% | +43.8% | +83.2% |
| All | +94.8% | +46.9% | +47.9% | +83.2% |
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 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