+514.5%
HPE vs FICO
+696.7%
-182.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.9% | -12.7% | -12.1% |
| 7D | -25.0% | -0.3% | -24.7% | -25.0% |
| 30D | -37.3% | +1.7% | -39.1% | -38.5% |
| 3M | -16.8% | -35.2% | +18.4% | -9.4% |
| 6M | +47.8% | -33.7% | +81.5% | +55.0% |
| YTD | +86.0% | -58.2% | +144.2% | +123.4% |
| 1Y | +89.6% | -56.6% | +146.2% | +123.8% |
| 3Y | +198.2% | -24.0% | +222.2% | +171.1% |
| 5Y | +227.1% | +86.1% | +141.1% | +98.7% |
| 10Y | +355.6% | +522.8% | -167.2% | +43.2% |
| All | +514.5% | +696.7% | -182.2% | +78.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling