+621.7%
HPE vs FLUT
+17.5%
+604.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.2% | -2.3% | -4.3% |
| 7D | -0.6% | -1.6% | +1.0% | -0.4% |
| 30D | -2.3% | +7.7% | -10.0% | -3.2% |
| 3M | -2.9% | -0.7% | -2.2% | -3.5% |
| 6M | +143.6% | -11.2% | +154.7% | +144.6% |
| YTD | +118.5% | -53.4% | +172.0% | +136.6% |
| 1Y | +129.2% | -65.8% | +195.0% | +156.6% |
| 3Y | +212.5% | -44.9% | +257.5% | +232.5% |
| 5Y | +286.9% | -49.7% | +336.6% | +300.9% |
| 10Y | +432.3% | -9.7% | +442.1% | +443.8% |
| All | +621.7% | +17.5% | +604.2% | +639.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling