+370.3%
HPE vs FLUT
-26.8%
+397.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.0% | -2.7% | -3.6% |
| 7D | +7.9% | -0.7% | +8.6% | +8.0% |
| 30D | -23.5% | +9.3% | -32.7% | -24.5% |
| 3M | -19.1% | -17.5% | -1.6% | -17.7% |
| 6M | +51.4% | -14.6% | +66.0% | +52.1% |
| YTD | +103.4% | -62.3% | +165.7% | +128.6% |
| 1Y | +114.4% | -59.6% | +174.0% | +138.6% |
| 3Y | +224.7% | -45.3% | +270.0% | +250.4% |
| 5Y | +277.8% | -50.4% | +328.2% | +299.0% |
| All | +370.3% | -26.8% | +397.1% | +407.3% |
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