+224.7%
HPE vs FIX
+503.5%
-278.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.4% | -2.3% | -3.2% |
| 7D | +7.9% | +9.4% | -1.6% | +4.0% |
| 30D | -23.5% | -27.8% | +4.3% | -13.5% |
| 3M | -19.1% | -35.6% | +16.5% | -4.4% |
| 6M | +51.4% | -45.2% | +96.6% | +88.6% |
| YTD | +103.4% | +19.5% | +84.0% | +90.0% |
| 1Y | +114.4% | +24.2% | +90.2% | +96.6% |
| 3Y | +224.7% | +494.2% | -269.5% | +49.9% |
| All | +224.7% | +503.5% | -278.8% | +49.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling