+370.2%
HPE vs FTV
-0.7%
+370.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.2% | +6.4% | +5.9% |
| 7D | +13.6% | -1.3% | +14.9% | +14.5% |
| 30D | +7.7% | -9.5% | +17.2% | +14.5% |
| 3M | +22.4% | -10.9% | +33.3% | +30.3% |
| 6M | +172.6% | -0.6% | +173.2% | +169.1% |
| YTD | +147.5% | +1.4% | +146.1% | +139.9% |
| 1Y | +151.8% | +17.6% | +134.1% | +120.2% |
| 3Y | +267.1% | -3.3% | +270.3% | +258.5% |
| All | +370.2% | -0.7% | +370.9% | +307.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling