+597.9%
HPE vs FLEX
+819.8%
-221.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | +0.3% |
| 7D | +13.6% | +17.1% | -3.5% | +5.8% |
| 30D | -27.1% | -29.5% | +2.4% | -15.6% |
| 3M | -14.5% | -37.3% | +22.8% | +4.2% |
| 6M | +66.9% | -44.1% | +111.0% | +112.0% |
| YTD | +111.3% | +29.3% | +82.0% | +76.3% |
| 1Y | +117.5% | +24.2% | +93.3% | +84.1% |
| 3Y | +238.1% | +297.3% | -59.3% | +67.3% |
| 5Y | +292.4% | +446.2% | -153.8% | +66.0% |
| 10Y | +389.3% | +643.7% | -254.3% | +49.1% |
| All | +597.9% | +819.8% | -221.9% | +81.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling