+370.3%
HPE vs FN
+700.1%
-329.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -7.3% | +3.6% | -1.4% |
| 7D | +7.9% | +0.3% | +7.6% | +7.6% |
| 30D | -23.5% | -16.5% | -6.9% | -19.5% |
| 3M | -19.1% | -42.1% | +23.0% | -5.6% |
| 6M | +51.4% | -52.9% | +104.3% | +85.6% |
| YTD | +103.4% | -28.0% | +131.4% | +113.6% |
| 1Y | +114.4% | -18.5% | +132.9% | +115.8% |
| 3Y | +224.7% | +93.9% | +130.8% | +135.3% |
| 5Y | +277.8% | +170.5% | +107.3% | +137.3% |
| All | +370.3% | +700.1% | -329.9% | +121.3% |
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