+249.2%
HPE vs FLEX
+475.0%
-225.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +4.4% | +3.4% | +5.9% |
| 7D | +10.1% | +7.0% | +3.2% | +7.1% |
| 30D | +5.3% | -5.8% | +11.1% | +7.9% |
| 3M | +12.7% | -24.2% | +36.9% | +25.1% |
| 6M | +167.7% | +90.8% | +76.9% | +87.6% |
| YTD | +135.5% | +89.2% | +46.3% | +63.0% |
| 1Y | +143.4% | +104.7% | +38.7% | +59.3% |
| 3Y | +249.2% | +478.1% | -228.9% | +42.0% |
| All | +249.2% | +475.0% | -225.8% | +42.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling