+380.5%
HPE vs FLNC
-70.4%
+450.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +2.5% | +10.0% | +12.1% |
| 7D | +19.4% | -4.1% | +23.5% | +20.0% |
| 30D | +5.6% | -24.8% | +30.4% | +9.2% |
| 3M | +33.1% | -59.1% | +92.2% | +47.0% |
| 6M | +192.5% | -42.0% | +234.4% | +203.4% |
| YTD | +160.9% | -49.8% | +210.7% | +170.5% |
| 1Y | +155.0% | +43.1% | +111.9% | +127.5% |
| 3Y | +289.4% | -61.0% | +350.4% | +266.2% |
| All | +380.5% | -70.4% | +450.9% | +315.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 5y: compounded portfolio wealth divided by compounded FLNC 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…
5y analysis · Full analysis span regression · 6 months rolling