+269.4%
HPE vs FND
-50.0%
+319.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.7% | +5.8% | +5.3% |
| 7D | +13.6% | -0.8% | +14.4% | +13.7% |
| 30D | +7.7% | -19.6% | +27.3% | +13.4% |
| 3M | +22.4% | -4.3% | +26.7% | +21.7% |
| 6M | +172.6% | -20.4% | +193.0% | +183.9% |
| YTD | +147.5% | -21.9% | +169.4% | +157.6% |
| 1Y | +151.8% | -45.2% | +197.0% | +191.7% |
| All | +269.4% | -50.0% | +319.4% | +317.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling