+599.2%
HPE vs FN
+1,676.6%
-1,077.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +5.9% | -1.0% | +3.0% |
| 7D | +0.3% | +8.0% | -7.7% | -2.2% |
| 30D | -28.6% | -19.1% | -9.4% | -24.2% |
| 3M | -7.4% | -29.8% | +22.5% | +1.8% |
| 6M | +63.7% | -43.2% | +106.9% | +89.2% |
| YTD | +111.7% | -18.9% | +130.6% | +114.4% |
| 1Y | +123.5% | -17.9% | +141.4% | +124.0% |
| 3Y | +238.7% | +120.1% | +118.6% | +138.4% |
| 5Y | +261.0% | +206.7% | +54.3% | +121.5% |
| 10Y | +390.2% | +804.7% | -414.5% | +121.9% |
| All | +599.2% | +1,676.6% | -1,077.5% | +157.0% |
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