+514.5%
HPE vs FN
+1,310.5%
-796.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -14.2% | +2.4% | -7.4% |
| 7D | -25.0% | -16.0% | -9.0% | -20.8% |
| 30D | -37.3% | -40.1% | +2.8% | -26.9% |
| 3M | -16.8% | -43.9% | +27.1% | -2.0% |
| 6M | +47.8% | -55.6% | +103.4% | +84.6% |
| YTD | +86.0% | -35.7% | +121.7% | +102.9% |
| 1Y | +89.6% | -39.8% | +129.4% | +109.5% |
| 3Y | +198.2% | +80.3% | +117.9% | +123.9% |
| 5Y | +227.1% | +143.3% | +83.8% | +116.1% |
| 10Y | +355.6% | +682.3% | -326.7% | +117.7% |
| All | +514.5% | +1,310.5% | -796.1% | +143.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling