+365.4%
HPE vs FIX
+4,032.2%
-3,666.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +9.4% | -3.2% | +2.3% |
| 7D | -7.1% | -7.2% | +0.1% | -4.5% |
| 30D | -35.3% | -35.1% | -0.2% | -23.1% |
| 3M | -10.4% | -34.3% | +23.8% | +5.7% |
| 6M | +52.5% | -42.9% | +95.4% | +89.2% |
| YTD | +100.3% | +19.5% | +80.8% | +82.7% |
| 1Y | +106.4% | +16.8% | +89.6% | +89.0% |
| 3Y | +227.4% | +506.7% | -279.3% | +39.6% |
| 5Y | +250.6% | +1,046.7% | -796.1% | +9.9% |
| 10Y | +365.4% | +3,800.0% | -3,434.6% | -2.8% |
| All | +365.4% | +4,032.2% | -3,666.8% | -2.8% |
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 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