+190.6%
HPE vs FIG
-74.1%
+264.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -3.3% | +8.4% | +5.3% |
| 7D | +13.6% | -14.5% | +28.1% | +14.7% |
| 30D | +7.7% | -13.3% | +21.0% | +8.4% |
| 3M | +22.4% | +7.4% | +15.0% | +20.9% |
| 6M | +172.6% | -27.8% | +200.4% | +178.3% |
| YTD | +147.5% | -41.1% | +188.6% | +156.6% |
| 1Y | +151.8% | -58.7% | +210.5% | +172.6% |
| All | +190.6% | -74.1% | +264.7% | +213.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling