+116.4%
HPE vs FLR
+2.5%
+113.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.8% | -4.9% | -5.4% |
| 7D | -17.0% | +1.4% | -18.3% | -17.3% |
| 30D | -26.7% | -5.9% | -20.8% | -25.1% |
| 3M | -4.1% | -7.6% | +3.5% | -2.4% |
| 6M | +75.4% | -9.3% | +84.7% | +77.2% |
| YTD | +111.0% | +20.1% | +90.9% | +93.3% |
| 1Y | +116.4% | +3.0% | +113.4% | +110.5% |
| All | +116.4% | +2.5% | +113.9% | +110.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 1y: compounded portfolio wealth divided by compounded FLR 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…
1y analysis · Full analysis span regression · 6 months rolling