+161.8%
HPE vs FPS
+19.2%
+142.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -4.1% | +9.2% | +6.5% |
| 7D | +13.6% | +5.3% | +8.3% | +11.5% |
| 30D | +7.7% | -17.6% | +25.3% | +14.8% |
| 3M | +22.4% | -45.8% | +68.2% | +47.3% |
| 6M | +172.6% | -10.1% | +182.7% | +189.7% |
| All | +161.8% | +19.2% | +142.6% | +165.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling