+571.9%
HPE vs FLR
+22.0%
+549.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.1% | -2.6% | -3.4% |
| 7D | +7.9% | +5.4% | +2.5% | +6.4% |
| 30D | -23.5% | +2.8% | -26.3% | -23.9% |
| 3M | -19.1% | -6.4% | -12.7% | -17.6% |
| 6M | +51.4% | +8.8% | +42.6% | +47.9% |
| YTD | +103.4% | +23.6% | +79.8% | +90.5% |
| 1Y | +114.4% | +13.8% | +100.6% | +104.8% |
| 3Y | +224.7% | +36.5% | +188.2% | +188.0% |
| 5Y | +277.8% | +119.3% | +158.4% | +192.6% |
| 10Y | +371.1% | +8.0% | +363.1% | +288.8% |
| All | +571.9% | +22.0% | +549.9% | +407.0% |
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