+143.4%
HPE vs FIX
+132.0%
+11.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +2.4% | +5.4% | +6.9% |
| 7D | +10.1% | +6.1% | +4.1% | +7.9% |
| 30D | +5.3% | -2.7% | +7.9% | +6.1% |
| 3M | +12.7% | -10.9% | +23.6% | +16.3% |
| 6M | +167.7% | +29.0% | +138.7% | +151.2% |
| YTD | +135.5% | +76.9% | +58.6% | +105.3% |
| 1Y | +143.4% | +130.7% | +12.6% | +95.3% |
| All | +143.4% | +132.0% | +11.4% | +95.3% |
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