+276.2%
HPE vs FN
+169.4%
+106.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -7.3% | +3.6% | -1.3% |
| 7D | +7.9% | +0.3% | +7.6% | +7.6% |
| 30D | -23.5% | -16.5% | -6.9% | -19.4% |
| 3M | -19.1% | -42.1% | +23.0% | -5.4% |
| 6M | +51.4% | -52.9% | +104.3% | +85.9% |
| YTD | +103.4% | -28.0% | +131.4% | +114.0% |
| 1Y | +114.4% | -18.5% | +132.9% | +116.0% |
| 3Y | +224.7% | +93.9% | +130.8% | +134.3% |
| All | +276.2% | +169.4% | +106.8% | +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 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