+243.8%
HPQ vs FLR
+19.7%
+224.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +1.2% | +7.2% | +8.1% |
| 7D | +9.8% | -3.5% | +13.2% | +10.5% |
| 30D | +22.4% | +4.2% | +18.2% | +21.1% |
| 3M | +45.2% | +8.1% | +37.1% | +41.6% |
| 6M | +96.4% | +21.5% | +74.9% | +84.1% |
| YTD | +65.4% | +36.8% | +28.6% | +50.1% |
| 1Y | +31.6% | +31.2% | +0.4% | +20.3% |
| 3Y | +37.0% | +53.9% | -16.9% | +15.9% |
| 5Y | +53.0% | +243.0% | -190.0% | +5.1% |
| All | +243.8% | +19.7% | +224.1% | +145.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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