+549.6%
HPE vs FTV
+90.8%
+458.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.0% | -3.5% | -3.8% |
| 7D | -0.6% | -4.5% | +3.9% | +2.5% |
| 30D | -2.3% | -7.1% | +4.8% | +2.6% |
| 3M | -2.9% | -7.2% | +4.3% | +1.0% |
| 6M | +143.6% | -1.5% | +145.1% | +142.5% |
| YTD | +118.5% | +3.5% | +115.0% | +109.5% |
| 1Y | +129.2% | +20.3% | +108.9% | +97.8% |
| 3Y | +212.5% | -3.1% | +215.6% | +207.6% |
| 5Y | +286.9% | +2.3% | +284.6% | +260.7% |
| 10Y | +432.3% | +76.3% | +356.0% | +260.6% |
| All | +549.6% | +90.8% | +458.9% | +324.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling