+365.4%
HPE vs FICO
+544.0%
-178.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.7% | +3.5% | +5.5% |
| 7D | -7.1% | -0.1% | -7.1% | -7.1% |
| 30D | -35.3% | +8.4% | -43.7% | -37.3% |
| 3M | -10.4% | -30.5% | +20.1% | -4.5% |
| 6M | +52.5% | -35.7% | +88.2% | +61.7% |
| YTD | +100.3% | -57.2% | +157.5% | +138.1% |
| 1Y | +106.4% | -58.4% | +164.8% | +146.9% |
| 3Y | +227.4% | -24.8% | +252.2% | +200.0% |
| 5Y | +250.6% | +79.3% | +171.3% | +118.7% |
| 10Y | +365.4% | +531.6% | -166.3% | +45.8% |
| All | +365.4% | +544.0% | -178.6% | +45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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