+172.5%
HPE vs FIG
-74.0%
+246.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.6% | -6.8% | -6.3% |
| 7D | +1.4% | -12.2% | +13.6% | +2.2% |
| 30D | +1.5% | -11.0% | +12.5% | +2.0% |
| 3M | +21.7% | +11.9% | +9.9% | +19.7% |
| 6M | +164.2% | -21.9% | +186.1% | +167.3% |
| YTD | +132.1% | -40.8% | +172.8% | +140.5% |
| 1Y | +130.6% | -56.6% | +187.3% | +149.7% |
| All | +172.5% | -74.0% | +246.4% | +193.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIG.
Daily Out/Under-Performance
Portfolio return minus FIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIG 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 FIG 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