+677.7%
HPE vs FIVN
+686.6%
-9.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -6.1% | +13.9% | +8.6% |
| 7D | +10.1% | -8.2% | +18.4% | +11.3% |
| 30D | +5.3% | -8.1% | +13.4% | +6.2% |
| 3M | +12.7% | +34.9% | -22.2% | +7.0% |
| 6M | +167.7% | +72.6% | +95.0% | +143.0% |
| YTD | +135.5% | +55.8% | +79.7% | +116.0% |
| 1Y | +143.4% | +17.1% | +126.3% | +132.0% |
| 3Y | +249.2% | -54.3% | +303.5% | +261.9% |
| 5Y | +343.8% | -81.6% | +425.4% | +387.8% |
| 10Y | +495.9% | +109.2% | +386.7% | +338.1% |
| All | +677.7% | +686.6% | -9.0% | +460.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 FIVN 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