+1,341.5%
HPQ vs FLEX
+5,119.6%
-3,778.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.0% | +5.7% | +2.8% |
| 7D | +3.2% | +7.5% | -4.3% | +0.8% |
| 30D | -3.6% | -25.3% | +21.7% | +2.2% |
| 3M | -5.3% | -39.7% | +34.4% | +5.5% |
| 6M | +41.1% | -47.9% | +89.0% | +59.5% |
| YTD | +36.9% | +24.1% | +12.8% | +16.1% |
| 1Y | +23.5% | +26.0% | -2.4% | +3.9% |
| 3Y | +19.6% | +282.7% | -263.1% | -28.7% |
| 5Y | +11.4% | +424.2% | -412.8% | -39.9% |
| 10Y | +160.6% | +613.8% | -453.2% | +19.9% |
| All | +1,341.5% | +5,119.6% | -3,778.1% | +268.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling