+269.4%
HPE vs FLUT
-42.9%
+312.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.4% | +6.5% | +5.4% |
| 7D | +13.6% | -2.6% | +16.2% | +14.2% |
| 30D | +7.7% | +5.4% | +2.4% | +6.3% |
| 3M | +22.4% | -10.8% | +33.1% | +24.1% |
| 6M | +172.6% | -9.2% | +181.8% | +173.3% |
| YTD | +147.5% | -53.8% | +201.3% | +202.7% |
| 1Y | +151.8% | -66.0% | +217.8% | +236.5% |
| All | +269.4% | -42.9% | +312.3% | +335.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling