+116.4%
HPE vs FRSH
+21.1%
+95.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -6.3% | +0.6% | -5.3% |
| 7D | -17.0% | -13.8% | -3.2% | -16.5% |
| 30D | -26.7% | +0.3% | -27.0% | -26.6% |
| 3M | -4.1% | +10.1% | -14.3% | -4.4% |
| 6M | +75.4% | +47.7% | +27.8% | +66.3% |
| YTD | +111.0% | +8.2% | +102.8% | +106.4% |
| 1Y | +116.4% | +21.4% | +95.0% | +101.3% |
| All | +116.4% | +21.1% | +95.3% | +101.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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