+372.4%
HPE vs FIX
+3,723.8%
-3,351.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.1% |
| 7D | -9.7% | -13.9% | +4.2% | -4.2% |
| 30D | -34.8% | -35.5% | +0.8% | -22.3% |
| 3M | -12.1% | -33.9% | +21.8% | +3.6% |
| 6M | +53.7% | -43.3% | +97.0% | +91.4% |
| YTD | +101.9% | +18.7% | +83.3% | +84.7% |
| 1Y | +104.3% | +13.8% | +90.6% | +89.1% |
| 3Y | +223.1% | +495.0% | -271.9% | +38.7% |
| 5Y | +249.2% | +1,049.0% | -799.9% | +9.2% |
| 10Y | +372.4% | +3,644.4% | -3,272.0% | -2.1% |
| All | +372.4% | +3,723.8% | -3,351.4% | -2.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling