+327.4%
HPE vs FLNC
-71.1%
+398.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -4.2% | -2.0% | -5.7% |
| 7D | +1.4% | -5.0% | +6.4% | +2.0% |
| 30D | +1.5% | -26.1% | +27.6% | +5.2% |
| 3M | +21.7% | -55.2% | +76.9% | +33.0% |
| 6M | +164.2% | -42.6% | +206.8% | +174.4% |
| YTD | +132.1% | -51.0% | +183.1% | +141.2% |
| 1Y | +130.6% | +43.3% | +87.3% | +105.8% |
| 3Y | +244.1% | -63.4% | +307.5% | +225.8% |
| All | +327.4% | -71.1% | +398.5% | +270.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling