+540.2%
HPE vs FLEX
+1,045.8%
-505.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.4% | +6.5% | +5.7% |
| 7D | +13.6% | +6.4% | +7.3% | +10.8% |
| 30D | +7.7% | -5.9% | +13.6% | +10.4% |
| 3M | +22.4% | -23.5% | +45.8% | +35.2% |
| 6M | +172.6% | +83.7% | +88.9% | +99.6% |
| YTD | +147.5% | +86.5% | +61.0% | +78.1% |
| 1Y | +151.8% | +100.5% | +51.3% | +74.2% |
| 3Y | +267.1% | +469.8% | -202.8% | +58.8% |
| 5Y | +362.8% | +725.7% | -362.9% | +68.1% |
| 10Y | +540.2% | +1,086.7% | -546.6% | +64.3% |
| All | +540.2% | +1,045.8% | -505.6% | +64.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling