+271.0%
HPE vs FGI
-70.4%
+341.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +7.5% | -12.0% | -4.6% |
| 7D | -0.6% | +0.5% | -1.1% | -0.6% |
| 30D | -2.3% | +65.4% | -67.7% | -3.9% |
| 3M | -2.9% | +23.5% | -26.4% | -4.1% |
| 6M | +143.6% | +60.5% | +83.0% | +137.9% |
| YTD | +118.5% | +30.0% | +88.5% | +114.0% |
| 1Y | +129.2% | +82.1% | +47.1% | +121.6% |
| 3Y | +212.5% | -4.4% | +216.9% | +205.3% |
| All | +271.0% | -70.4% | +341.3% | +268.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling