+463.2%
HPE vs FND
+56.5%
+406.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +1.0% | +11.4% | +12.2% |
| 7D | +19.4% | -5.8% | +25.2% | +21.1% |
| 30D | +5.6% | -20.2% | +25.8% | +11.5% |
| 3M | +33.1% | -12.0% | +45.0% | +35.8% |
| 6M | +192.5% | -18.5% | +211.0% | +201.9% |
| YTD | +160.9% | -22.3% | +183.2% | +171.4% |
| 1Y | +155.0% | -47.6% | +202.6% | +193.0% |
| 3Y | +289.4% | -49.8% | +339.2% | +337.9% |
| 5Y | +395.7% | -63.0% | +458.6% | +471.6% |
| All | +463.2% | +56.5% | +406.7% | +355.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling