+232.1%
HPE vs FIX
+933.9%
-701.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.4% | -4.1% | -0.8% |
| 7D | -18.7% | -17.5% | -1.3% | -12.4% |
| 30D | -37.9% | -41.6% | +3.7% | -23.4% |
| 3M | -14.4% | -40.6% | +26.2% | +4.8% |
| 6M | +48.2% | -49.4% | +97.6% | +91.5% |
| YTD | +88.6% | +9.2% | +79.4% | +81.0% |
| 1Y | +94.8% | +6.5% | +88.3% | +87.8% |
| 3Y | +202.7% | +448.7% | -246.0% | +40.2% |
| All | +232.1% | +933.9% | -701.8% | +7.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling