+116.4%
HPE vs FISV
-4.0%
+120.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +6.2% | -11.9% | -5.0% |
| 7D | -17.0% | +29.6% | -46.6% | -14.9% |
| 30D | -26.7% | +34.5% | -61.2% | -24.7% |
| 3M | -4.1% | +11.2% | -15.4% | -2.1% |
| 6M | +75.4% | -1.2% | +76.6% | +85.0% |
| YTD | +111.0% | -7.6% | +118.6% | +123.3% |
| 1Y | +116.4% | -3.7% | +120.2% | +124.3% |
| All | +116.4% | -4.0% | +120.4% | +124.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FISV.
Daily Out/Under-Performance
Portfolio return minus FISV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FISV 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 1y: compounded portfolio wealth divided by compounded FISV 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…
1y analysis · Full analysis span regression · 6 months rolling