+365.4%
HPE vs FN
+837.6%
-472.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +11.9% | -5.7% | +2.5% |
| 7D | -7.1% | +16.3% | -23.4% | -11.7% |
| 30D | -35.3% | -24.7% | -10.5% | -29.7% |
| 3M | -10.4% | -34.9% | +24.5% | +0.7% |
| 6M | +52.5% | -41.1% | +93.6% | +74.8% |
| YTD | +100.3% | -19.6% | +119.9% | +103.4% |
| 1Y | +106.4% | -18.5% | +124.9% | +107.3% |
| 3Y | +227.4% | +119.1% | +108.3% | +128.7% |
| 5Y | +250.6% | +206.9% | +43.6% | +111.9% |
| 10Y | +365.4% | +826.4% | -461.1% | +110.6% |
| All | +365.4% | +837.6% | -472.2% | +110.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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