+396.0%
HPE vs FISV
-53.5%
+449.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +5.4% | +7.0% | +11.4% |
| 7D | +19.4% | -2.7% | +22.1% | +19.9% |
| 30D | +5.6% | 0.0% | +5.6% | +5.4% |
| 3M | +33.1% | -2.8% | +35.8% | +32.6% |
| 6M | +192.5% | -11.8% | +204.3% | +196.3% |
| YTD | +160.9% | -23.2% | +184.1% | +173.1% |
| 1Y | +155.0% | -62.0% | +217.0% | +208.1% |
| 3Y | +289.4% | -57.6% | +347.0% | +319.8% |
| All | +396.0% | -53.5% | +449.5% | +392.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling