+563.1%
HPE vs FLR
+19.7%
+543.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +1.2% | +11.2% | +12.1% |
| 7D | +19.4% | -3.5% | +22.9% | +20.5% |
| 30D | +5.6% | +4.2% | +1.4% | +4.5% |
| 3M | +33.1% | +8.1% | +25.0% | +29.7% |
| 6M | +192.5% | +21.5% | +170.9% | +175.7% |
| YTD | +160.9% | +36.8% | +124.2% | +138.4% |
| 1Y | +155.0% | +31.2% | +123.8% | +134.6% |
| 3Y | +289.4% | +53.9% | +235.5% | +236.1% |
| 5Y | +395.7% | +243.0% | +152.6% | +249.9% |
| All | +563.1% | +19.7% | +543.4% | +423.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling