+213.9%
HPQ vs FLEX
+1,095.3%
-881.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.4% | +6.3% | +5.4% |
| 7D | +2.2% | +6.4% | -4.1% | +0.1% |
| 30D | +9.7% | -5.9% | +15.6% | +11.2% |
| 3M | +32.7% | -23.5% | +56.2% | +40.8% |
| 6M | +77.7% | +83.7% | -6.0% | +29.2% |
| YTD | +51.0% | +86.5% | -35.5% | +7.3% |
| 1Y | +18.4% | +100.5% | -82.1% | -19.2% |
| 3Y | +25.6% | +469.8% | -444.3% | -47.0% |
| 5Y | +38.6% | +725.7% | -687.0% | -51.0% |
| All | +213.9% | +1,095.3% | -881.4% | -18.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling