+298.8%
HPE vs FIX
+2,061.9%
-1,763.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.9% | -6.4% | -5.2% |
| 7D | -0.6% | +6.0% | -6.6% | -2.8% |
| 30D | -2.3% | -7.2% | +5.0% | +0.3% |
| 3M | -2.9% | -15.9% | +13.0% | +3.0% |
| 6M | +143.6% | +12.7% | +130.8% | +130.2% |
| YTD | +118.5% | +72.8% | +45.7% | +74.8% |
| 1Y | +129.2% | +122.9% | +6.3% | +63.5% |
| 3Y | +212.5% | +774.3% | -561.8% | +20.0% |
| All | +298.8% | +2,061.9% | -1,763.2% | -7.0% |
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