+223.1%
HPE vs FICO
-24.1%
+247.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.1% | +0.7% |
| 7D | -9.7% | +0.9% | -10.6% | -9.8% |
| 30D | -34.8% | +9.4% | -44.2% | -35.6% |
| 3M | -12.1% | -30.4% | +18.3% | -9.4% |
| 6M | +53.7% | -35.1% | +88.8% | +56.5% |
| YTD | +101.9% | -56.8% | +158.7% | +122.9% |
| 1Y | +104.3% | -58.4% | +162.7% | +126.9% |
| 3Y | +223.1% | -26.7% | +249.7% | +223.1% |
| All | +223.1% | -24.1% | +247.1% | +223.1% |
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