+237.2%
HPE vs FGI
+12.3%
+225.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.2% | -6.4% | -0.2% |
| 7D | +13.6% | +13.5% | +0.1% | +13.4% |
| 30D | -27.1% | +17.1% | -44.2% | -27.2% |
| 3M | -14.5% | +78.0% | -92.5% | -15.5% |
| 6M | +66.9% | +46.4% | +20.5% | +64.9% |
| YTD | +111.3% | +47.7% | +63.6% | +108.3% |
| 1Y | +117.5% | +56.8% | +60.7% | +114.2% |
| All | +237.2% | +12.3% | +225.0% | +242.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling