+249.2%
HPE vs FLUT
-52.8%
+302.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.7% |
| 7D | -9.7% | -1.5% | -8.3% | -9.5% |
| 30D | -34.8% | +3.4% | -38.2% | -35.3% |
| 3M | -12.1% | -12.5% | +0.4% | -10.8% |
| 6M | +53.7% | -18.5% | +72.2% | +56.1% |
| YTD | +101.9% | -61.6% | +163.6% | +143.4% |
| 1Y | +104.3% | -64.1% | +168.4% | +149.6% |
| 3Y | +223.1% | -44.5% | +267.5% | +259.7% |
| 5Y | +249.2% | -51.3% | +300.5% | +260.5% |
| All | +249.2% | -52.8% | +302.0% | +260.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling