+340.8%
HPE vs FND
-62.8%
+403.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.5% | -4.8% | -5.9% |
| 7D | +1.4% | -5.1% | +6.5% | +2.6% |
| 30D | +1.5% | -22.5% | +24.1% | +8.0% |
| 3M | +21.7% | -5.0% | +26.8% | +21.6% |
| 6M | +164.2% | -21.5% | +185.7% | +175.6% |
| YTD | +132.1% | -23.0% | +155.1% | +142.2% |
| 1Y | +130.6% | -44.9% | +175.5% | +163.2% |
| 3Y | +244.1% | -50.0% | +294.1% | +288.0% |
| 5Y | +340.8% | -63.3% | +404.2% | +379.7% |
| All | +340.8% | -62.8% | +403.6% | +379.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling