+116.4%
HPE vs FIX
+14.3%
+102.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -15.1% | +9.4% | +1.1% |
| 7D | -17.0% | -18.9% | +1.9% | -9.1% |
| 30D | -26.7% | -36.3% | +9.6% | -11.0% |
| 3M | -4.1% | -38.5% | +34.4% | +17.9% |
| 6M | +75.4% | -42.3% | +117.7% | +118.8% |
| YTD | +111.0% | +17.1% | +93.9% | +115.6% |
| 1Y | +116.4% | +14.4% | +102.0% | +121.7% |
| All | +116.4% | +14.3% | +102.2% | +121.7% |
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