+269.4%
HPE vs FTI
+274.9%
-5.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.4% | +5.6% | +5.3% |
| 7D | +13.6% | -2.3% | +16.0% | +14.4% |
| 30D | +7.7% | +5.0% | +2.7% | +5.9% |
| 3M | +22.4% | +13.8% | +8.5% | +16.8% |
| 6M | +172.6% | +22.9% | +149.7% | +153.7% |
| YTD | +147.5% | +75.0% | +72.5% | +105.5% |
| 1Y | +151.8% | +96.9% | +54.9% | +100.4% |
| All | +269.4% | +274.9% | -5.5% | +150.1% |
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