+276.2%
HPE vs FLR
+112.0%
+164.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.1% | -2.6% | -3.3% |
| 7D | +7.9% | +5.4% | +2.5% | +5.9% |
| 30D | -23.5% | +2.8% | -26.3% | -24.0% |
| 3M | -19.1% | -6.4% | -12.7% | -17.2% |
| 6M | +51.4% | +8.8% | +42.6% | +46.5% |
| YTD | +103.4% | +23.6% | +79.8% | +85.7% |
| 1Y | +114.4% | +13.8% | +100.6% | +100.9% |
| 3Y | +224.7% | +36.5% | +188.2% | +170.5% |
| All | +276.2% | +112.0% | +164.2% | +167.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling