+129.2%
HPE vs FND
-36.4%
+165.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.7% | -6.2% | -4.7% |
| 7D | -0.6% | -5.2% | +4.6% | 0.0% |
| 30D | -2.3% | -19.9% | +17.6% | +0.4% |
| 3M | -2.9% | +2.7% | -5.6% | -4.4% |
| 6M | +143.6% | -21.7% | +165.2% | +152.0% |
| YTD | +118.5% | -17.5% | +136.0% | +123.9% |
| 1Y | +129.2% | -39.3% | +168.5% | +144.2% |
| All | +129.2% | -36.4% | +165.6% | +144.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 1y: compounded portfolio wealth divided by compounded FND 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…
1y analysis · Full analysis span regression · 6 months rolling