+435.2%
HPE vs FN
+899.8%
-464.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.1% | -7.6% | -5.4% |
| 7D | -0.6% | -1.7% | +1.1% | -0.2% |
| 30D | -2.3% | -22.0% | +19.7% | +4.3% |
| 3M | -2.9% | -43.0% | +40.1% | +12.8% |
| 6M | +143.6% | -27.7% | +171.3% | +159.8% |
| YTD | +118.5% | -10.5% | +129.0% | +115.4% |
| 1Y | +129.2% | +12.5% | +116.7% | +108.5% |
| 3Y | +212.5% | +153.8% | +58.7% | +109.4% |
| 5Y | +286.9% | +288.0% | -1.1% | +118.5% |
| All | +435.2% | +899.8% | -464.5% | +132.3% |
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