+17.6%
HPQ vs FLEX
+297.5%
-279.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | -0.1% |
| 7D | -1.9% | +17.1% | -19.0% | -4.2% |
| 30D | -5.7% | -29.5% | +23.8% | -1.2% |
| 3M | -0.4% | -37.3% | +36.9% | +6.0% |
| 6M | +40.0% | -44.1% | +84.1% | +49.7% |
| YTD | +34.6% | +29.3% | +5.3% | +9.4% |
| 1Y | +20.4% | +24.2% | -3.8% | -1.3% |
| All | +17.6% | +297.5% | -279.9% | -37.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling