+563.1%
HPE vs FTV
+80.7%
+482.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +0.3% | +12.1% | +12.2% |
| 7D | +19.4% | -4.0% | +23.4% | +22.6% |
| 30D | +5.6% | -11.0% | +16.6% | +14.1% |
| 3M | +33.1% | -8.4% | +41.5% | +39.6% |
| 6M | +192.5% | -2.6% | +195.0% | +193.1% |
| YTD | +160.9% | -0.6% | +161.5% | +156.8% |
| 1Y | +155.0% | +11.0% | +144.0% | +132.2% |
| 3Y | +289.4% | -6.3% | +295.7% | +292.0% |
| 5Y | +395.7% | -1.5% | +397.2% | +373.6% |
| All | +563.1% | +80.7% | +482.4% | +367.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 10y: compounded portfolio wealth divided by compounded FTV 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…
10y analysis · Full analysis span regression · 6 months rolling