+261.0%
HPE vs FN
+212.0%
+49.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +5.9% | -1.0% | +2.9% |
| 7D | +0.3% | +8.0% | -7.7% | -2.3% |
| 30D | -28.6% | -19.1% | -9.4% | -24.0% |
| 3M | -7.4% | -29.8% | +22.5% | +2.0% |
| 6M | +63.7% | -43.2% | +106.9% | +89.7% |
| YTD | +111.7% | -18.9% | +130.6% | +114.5% |
| 1Y | +123.5% | -17.9% | +141.4% | +123.9% |
| 3Y | +238.7% | +120.1% | +118.6% | +135.1% |
| 5Y | +261.0% | +206.7% | +54.3% | +104.9% |
| All | +261.0% | +212.0% | +49.0% | +104.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling