+340.5%
HPE vs FN
+753.0%
-412.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +11.7% | -10.3% | -2.3% |
| 7D | -18.7% | 0.0% | -18.7% | -18.9% |
| 30D | -37.9% | -34.3% | -3.6% | -29.6% |
| 3M | -14.4% | -39.9% | +25.5% | -1.2% |
| 6M | +48.2% | -51.8% | +100.0% | +80.6% |
| YTD | +88.6% | -28.1% | +116.8% | +98.5% |
| 1Y | +94.8% | -29.1% | +123.9% | +104.4% |
| 3Y | +202.7% | +102.4% | +100.3% | +116.9% |
| 5Y | +231.6% | +171.7% | +60.0% | +108.4% |
| All | +340.5% | +753.0% | -412.5% | +105.6% |
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