+249.2%
HPE vs FICO
+82.5%
+166.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -36.1% |
| 3M | -12.1% | -30.4% | +18.3% | -8.2% |
| 6M | +53.7% | -35.1% | +88.8% | +59.0% |
| YTD | +101.9% | -56.8% | +158.7% | +128.2% |
| 1Y | +104.3% | -58.4% | +162.7% | +132.6% |
| 3Y | +223.1% | -26.7% | +249.7% | +206.0% |
| 5Y | +249.2% | +88.0% | +161.2% | +149.3% |
| All | +249.2% | +82.5% | +166.6% | +149.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling