+129.2%
HPE vs FIX
+128.3%
+0.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.9% | -6.4% | -5.1% |
| 7D | -0.6% | +6.0% | -6.6% | -2.6% |
| 30D | -2.3% | -7.2% | +5.0% | +0.1% |
| 3M | -2.9% | -15.9% | +13.0% | +2.0% |
| 6M | +143.6% | +12.7% | +130.8% | +135.6% |
| YTD | +118.5% | +72.8% | +45.7% | +92.7% |
| 1Y | +129.2% | +122.9% | +6.3% | +88.8% |
| All | +129.2% | +128.3% | +0.9% | +88.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 FIX 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