+124.9%
HPE vs FRMI
-78.6%
+203.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -2.5% | -3.7% | -6.0% |
| 7D | +1.4% | +10.9% | -9.5% | +0.5% |
| 30D | +1.5% | -24.3% | +25.8% | +3.5% |
| 3M | +21.7% | -21.8% | +43.5% | +22.5% |
| 6M | +164.2% | -33.0% | +197.2% | +165.2% |
| YTD | +132.1% | -32.6% | +164.7% | +132.3% |
| All | +124.9% | -78.6% | +203.5% | +127.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 FRMI 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