+224.7%
HPE vs FTI
+212.2%
+12.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.1% | -5.8% | -4.5% |
| 7D | +7.9% | +4.3% | +3.5% | +6.1% |
| 30D | -23.5% | -4.7% | -18.8% | -22.0% |
| 3M | -19.1% | -13.5% | -5.5% | -14.6% |
| 6M | +51.4% | -8.7% | +60.1% | +56.3% |
| YTD | +103.4% | +49.0% | +54.4% | +77.2% |
| 1Y | +114.4% | +54.0% | +60.4% | +84.4% |
| 3Y | +224.7% | +211.6% | +13.0% | +130.1% |
| All | +224.7% | +212.2% | +12.5% | +130.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling