+340.8%
HPE vs FTI
+1,109.5%
-768.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -2.9% | -3.4% | -5.4% |
| 7D | +1.4% | -5.6% | +7.1% | +3.1% |
| 30D | +1.5% | +0.4% | +1.1% | +1.4% |
| 3M | +21.7% | +8.1% | +13.6% | +18.8% |
| 6M | +164.2% | +16.7% | +147.5% | +152.2% |
| YTD | +132.1% | +70.0% | +62.1% | +99.5% |
| 1Y | +130.6% | +85.4% | +45.2% | +92.9% |
| 3Y | +244.1% | +265.9% | -21.8% | +136.7% |
| 5Y | +340.8% | +1,072.7% | -731.9% | +106.7% |
| All | +340.8% | +1,109.5% | -768.7% | +106.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling