+343.8%
HPE vs FLUT
-50.1%
+394.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +0.6% | +7.2% | +7.6% |
| 7D | +10.1% | +3.8% | +6.3% | +9.4% |
| 30D | +5.3% | +6.3% | -1.0% | +3.8% |
| 3M | +12.7% | -4.0% | +16.7% | +12.2% |
| 6M | +167.7% | -10.3% | +177.9% | +169.0% |
| YTD | +135.5% | -53.2% | +188.6% | +173.5% |
| 1Y | +143.4% | -65.0% | +208.4% | +200.8% |
| 3Y | +249.2% | -43.9% | +293.1% | +288.7% |
| 5Y | +343.8% | -49.2% | +393.1% | +331.2% |
| All | +343.8% | -50.1% | +394.0% | +331.2% |
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