+571.9%
HPE vs FLUT
-4.8%
+576.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.0% | -2.7% | -3.6% |
| 7D | +7.9% | -0.7% | +8.6% | +7.9% |
| 30D | -23.5% | +9.3% | -32.7% | -24.3% |
| 3M | -19.1% | -17.5% | -1.6% | -17.9% |
| 6M | +51.4% | -14.6% | +66.0% | +52.0% |
| YTD | +103.4% | -62.3% | +165.7% | +124.2% |
| 1Y | +114.4% | -59.6% | +174.0% | +134.4% |
| 3Y | +224.7% | -45.3% | +270.0% | +246.7% |
| 5Y | +277.8% | -50.4% | +328.2% | +296.7% |
| 10Y | +371.1% | -26.8% | +397.9% | +389.9% |
| All | +571.9% | -4.8% | +576.7% | +601.1% |
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