+202.7%
HPE vs FICO
-24.3%
+227.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.4% |
| 7D | -18.7% | -0.9% | -17.8% | -18.7% |
| 30D | -37.9% | +3.3% | -41.2% | -38.4% |
| 3M | -14.4% | -31.7% | +17.3% | -11.7% |
| 6M | +48.2% | -34.0% | +82.2% | +49.7% |
| YTD | +88.6% | -58.3% | +146.9% | +108.7% |
| 1Y | +94.8% | -57.9% | +152.7% | +114.4% |
| 3Y | +202.7% | -24.1% | +226.8% | +199.9% |
| All | +202.7% | -24.3% | +227.0% | +199.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling