+126.8%
HPE vs FIGR
+1.6%
+125.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -4.1% | -2.2% | -5.9% |
| 7D | +1.4% | +1.0% | +0.4% | +1.4% |
| 30D | +1.5% | +31.4% | -29.8% | -0.6% |
| 3M | +21.7% | +30.3% | -8.5% | +18.9% |
| 6M | +164.2% | -7.6% | +171.8% | +161.8% |
| YTD | +132.1% | -10.5% | +142.5% | +122.5% |
| All | +126.8% | +1.6% | +125.2% | +115.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 FIGR 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