+677.7%
HPE vs FLR
+41.0%
+636.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +0.8% | +6.9% | +7.5% |
| 7D | +10.1% | +0.7% | +9.5% | +10.0% |
| 30D | +5.3% | -0.7% | +5.9% | +5.2% |
| 3M | +12.7% | +14.3% | -1.7% | +8.2% |
| 6M | +167.7% | +25.6% | +142.1% | +149.6% |
| YTD | +135.5% | +42.9% | +92.6% | +112.0% |
| 1Y | +143.4% | +38.7% | +104.7% | +120.0% |
| 3Y | +249.2% | +61.8% | +187.4% | +195.5% |
| 5Y | +343.8% | +254.1% | +89.7% | +204.8% |
| 10Y | +495.9% | +20.0% | +475.8% | +376.8% |
| All | +677.7% | +41.0% | +636.6% | +464.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling