+116.4%
HPE vs FLEX
+23.4%
+93.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -12.3% | +6.7% | -0.9% |
| 7D | -17.0% | -17.0% | 0.0% | -10.9% |
| 30D | -26.7% | -33.8% | +7.1% | -14.7% |
| 3M | -4.1% | -39.0% | +34.9% | +14.5% |
| 6M | +75.4% | -15.9% | +91.3% | +94.3% |
| YTD | +111.0% | +27.8% | +83.2% | +95.0% |
| 1Y | +116.4% | +25.0% | +91.5% | +100.6% |
| All | +116.4% | +23.4% | +93.0% | +100.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 1y: compounded portfolio wealth divided by compounded FLEX 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…
1y analysis · Full analysis span regression · 6 months rolling