+621.7%
HPE vs FTI
+248.6%
+373.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.3% | -4.2% | -4.4% |
| 7D | -0.6% | +5.3% | -5.9% | -2.2% |
| 30D | -2.3% | +15.3% | -17.6% | -6.6% |
| 3M | -2.9% | +15.8% | -18.6% | -7.4% |
| 6M | +143.6% | +22.6% | +121.0% | +127.7% |
| YTD | +118.5% | +79.5% | +39.0% | +81.2% |
| 1Y | +129.2% | +102.0% | +27.2% | +82.5% |
| 3Y | +212.5% | +315.8% | -103.3% | +94.1% |
| 5Y | +286.9% | +1,129.5% | -842.6% | +60.4% |
| 10Y | +432.3% | +320.9% | +111.4% | +153.8% |
| All | +621.7% | +248.6% | +373.1% | +248.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling