+566.9%
HPE vs FLUT
-3.2%
+570.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.8% |
| 7D | -9.7% | -1.5% | -8.3% | -9.6% |
| 30D | -34.8% | +3.4% | -38.2% | -35.1% |
| 3M | -12.1% | -12.5% | +0.4% | -11.4% |
| 6M | +53.7% | -18.5% | +72.2% | +55.2% |
| YTD | +101.9% | -61.6% | +163.6% | +122.2% |
| 1Y | +104.3% | -64.1% | +168.4% | +126.4% |
| 3Y | +223.1% | -44.5% | +267.5% | +244.4% |
| 5Y | +249.2% | -51.3% | +300.5% | +266.4% |
| 10Y | +372.4% | -25.6% | +398.0% | +390.5% |
| All | +566.9% | -3.2% | +570.1% | +594.7% |
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