+9.6%
HPQ vs FLEX
+467.1%
-457.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | 0.0% |
| 7D | -1.9% | +17.1% | -19.0% | -5.5% |
| 30D | -5.7% | -29.5% | +23.8% | +0.9% |
| 3M | -0.4% | -37.3% | +36.9% | +8.9% |
| 6M | +40.0% | -44.1% | +84.1% | +53.9% |
| YTD | +34.6% | +29.3% | +5.3% | +4.5% |
| 1Y | +20.4% | +24.2% | -3.8% | -5.7% |
| 3Y | +18.3% | +297.3% | -279.0% | -48.9% |
| 5Y | +9.6% | +446.2% | -436.6% | -63.0% |
| All | +9.6% | +467.1% | -457.5% | -63.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling