+717.5%
HPE vs FISV
+6.0%
+711.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -4.3% | +9.5% | +6.6% |
| 7D | +13.6% | -6.4% | +20.0% | +16.0% |
| 30D | +7.7% | -6.8% | +14.6% | +9.9% |
| 3M | +22.4% | -10.0% | +32.3% | +24.8% |
| 6M | +172.6% | -20.6% | +193.2% | +188.9% |
| YTD | +147.5% | -27.6% | +175.1% | +170.9% |
| 1Y | +151.8% | -64.3% | +216.1% | +244.1% |
| 3Y | +267.1% | -60.0% | +327.0% | +339.8% |
| 5Y | +362.8% | -57.7% | +420.5% | +422.2% |
| 10Y | +540.2% | -3.0% | +543.1% | +267.9% |
| All | +717.5% | +6.0% | +711.5% | +322.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling