+139.9%
HPE vs FRMI
-78.0%
+217.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -3.2% | +8.3% | +5.4% |
| 7D | +13.6% | +15.9% | -2.3% | +12.2% |
| 30D | +7.7% | -6.0% | +13.7% | +7.8% |
| 3M | +22.4% | -1.6% | +24.0% | +20.8% |
| 6M | +172.6% | -30.7% | +203.3% | +172.9% |
| YTD | +147.5% | -30.9% | +178.4% | +147.2% |
| All | +139.9% | -78.0% | +217.9% | +142.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling