+563.1%
HPE vs FTI
+305.3%
+257.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +1.0% | +11.4% | +12.1% |
| 7D | +19.4% | -4.4% | +23.8% | +21.1% |
| 30D | +5.6% | +1.5% | +4.1% | +5.1% |
| 3M | +33.1% | +8.2% | +24.9% | +29.5% |
| 6M | +192.5% | +18.8% | +173.6% | +176.4% |
| YTD | +160.9% | +71.7% | +89.2% | +119.9% |
| 1Y | +155.0% | +90.0% | +64.9% | +107.6% |
| 3Y | +289.4% | +270.5% | +18.9% | +152.5% |
| 5Y | +395.7% | +1,084.5% | -688.9% | +111.0% |
| All | +563.1% | +305.3% | +257.8% | +223.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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