+571.9%
HPE vs FTI
+189.3%
+382.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.1% | -5.8% | -4.4% |
| 7D | +7.9% | +4.3% | +3.5% | +6.4% |
| 30D | -23.5% | -4.7% | -18.8% | -22.2% |
| 3M | -19.1% | -13.5% | -5.5% | -15.2% |
| 6M | +51.4% | -8.7% | +60.1% | +55.6% |
| YTD | +103.4% | +49.0% | +54.4% | +79.1% |
| 1Y | +114.4% | +54.0% | +60.4% | +86.7% |
| 3Y | +224.7% | +211.6% | +13.0% | +121.9% |
| 5Y | +277.8% | +881.9% | -604.1% | +69.5% |
| 10Y | +371.1% | +188.1% | +183.0% | +157.0% |
| All | +571.9% | +189.3% | +382.6% | +244.5% |
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