+176.0%
HPE vs FPS
+22.4%
+153.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +9.0% | +3.5% | +9.1% |
| 7D | +19.4% | +1.5% | +17.9% | +18.8% |
| 30D | +5.6% | -16.9% | +22.5% | +12.2% |
| 3M | +33.1% | -45.3% | +78.4% | +59.8% |
| 6M | +192.5% | -10.3% | +202.8% | +210.5% |
| All | +176.0% | +22.4% | +153.6% | +177.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FPS.
Daily Out/Under-Performance
Portfolio return minus FPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FPS 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 FPS 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