+390.2%
HPE vs FLUT
-22.9%
+413.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +3.6% | +1.2% | +4.4% |
| 7D | +0.3% | +4.5% | -4.2% | -0.2% |
| 30D | -28.6% | +9.2% | -37.8% | -29.4% |
| 3M | -7.4% | -13.7% | +6.3% | -6.2% |
| 6M | +63.7% | -9.0% | +72.7% | +63.1% |
| YTD | +111.7% | -60.2% | +171.9% | +136.5% |
| 1Y | +123.5% | -63.1% | +186.6% | +152.0% |
| 3Y | +238.7% | -42.5% | +281.1% | +263.5% |
| 5Y | +261.0% | -47.6% | +308.6% | +279.1% |
| 10Y | +390.2% | -22.9% | +413.1% | +425.7% |
| All | +390.2% | -22.9% | +413.1% | +425.7% |
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