+388.5%
HPE vs FN
+763.2%
-374.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.1% | +3.9% | +1.1% |
| 7D | +13.6% | +20.8% | -7.2% | +6.7% |
| 30D | -27.1% | -17.3% | -9.8% | -23.1% |
| 3M | -14.5% | -38.1% | +23.7% | -2.3% |
| 6M | +66.9% | -44.2% | +111.2% | +94.6% |
| YTD | +111.3% | -22.3% | +133.6% | +116.7% |
| 1Y | +117.5% | -20.9% | +138.4% | +120.4% |
| 3Y | +238.1% | +111.1% | +127.0% | +138.7% |
| 5Y | +292.4% | +191.8% | +100.6% | +140.7% |
| All | +388.5% | +763.2% | -374.7% | +124.5% |
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