+40.7%
HPQ vs FLNC
-70.4%
+111.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +2.5% | +5.9% | +8.2% |
| 7D | +9.8% | -4.1% | +13.8% | +10.1% |
| 30D | +22.4% | -24.8% | +47.1% | +25.7% |
| 3M | +45.2% | -59.1% | +104.3% | +57.7% |
| 6M | +96.4% | -42.0% | +138.4% | +100.6% |
| YTD | +65.4% | -49.8% | +115.2% | +68.6% |
| 1Y | +31.6% | +43.1% | -11.5% | +15.1% |
| 3Y | +37.0% | -61.0% | +98.0% | +26.7% |
| All | +40.7% | -70.4% | +111.0% | +19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 FLNC 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