+489.7%
HPE vs FLUT
-11.0%
+500.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.7% | -5.6% | -6.2% |
| 7D | +1.4% | -3.6% | +5.0% | +1.9% |
| 30D | +1.5% | -0.3% | +1.9% | +1.4% |
| 3M | +21.7% | -12.6% | +34.4% | +23.1% |
| 6M | +164.2% | -8.0% | +172.2% | +164.1% |
| YTD | +132.1% | -54.1% | +186.2% | +155.8% |
| 1Y | +130.6% | -66.1% | +196.8% | +164.6% |
| 3Y | +244.1% | -45.0% | +289.1% | +270.5% |
| 5Y | +340.8% | -51.2% | +392.0% | +359.8% |
| All | +489.7% | -11.0% | +500.7% | +524.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 FLUT 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