+217.2%
HPQ vs FLEX
+1,045.7%
-828.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.1% | +5.2% | +2.4% |
| 7D | +3.5% | +0.1% | +3.4% | +3.3% |
| 30D | +13.7% | -11.8% | +25.4% | +17.7% |
| 3M | +33.9% | -22.6% | +56.4% | +41.2% |
| 6M | +80.9% | +77.3% | +3.6% | +32.9% |
| YTD | +52.6% | +78.8% | -26.2% | +9.9% |
| 1Y | +21.2% | +86.1% | -64.8% | -15.0% |
| 3Y | +26.9% | +446.2% | -419.3% | -45.8% |
| 5Y | +41.1% | +689.7% | -648.6% | -49.4% |
| All | +217.2% | +1,045.7% | -828.5% | -16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded FLEX 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling