+563.1%
HPE vs FISV
+3.1%
+560.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +5.4% | +7.0% | +10.6% |
| 7D | +19.4% | -2.7% | +22.1% | +20.3% |
| 30D | +5.6% | 0.0% | +5.6% | +5.3% |
| 3M | +33.1% | -2.8% | +35.8% | +32.2% |
| 6M | +192.5% | -11.8% | +204.3% | +198.1% |
| YTD | +160.9% | -23.2% | +184.1% | +179.4% |
| 1Y | +155.0% | -62.0% | +217.0% | +237.4% |
| 3Y | +289.4% | -57.6% | +347.0% | +355.1% |
| 5Y | +395.7% | -53.4% | +449.1% | +434.6% |
| All | +563.1% | +3.1% | +560.0% | +339.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling