+39.7%
HPQ vs FLR
+238.5%
-198.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -3.2% | +8.1% | +5.5% |
| 7D | +2.2% | -3.1% | +5.4% | +2.8% |
| 30D | +9.7% | +4.9% | +4.8% | +8.5% |
| 3M | +32.7% | +10.8% | +21.9% | +28.9% |
| 6M | +77.7% | +19.7% | +58.0% | +67.3% |
| YTD | +51.0% | +38.4% | +12.6% | +36.2% |
| 1Y | +18.4% | +34.7% | -16.3% | +7.4% |
| 3Y | +25.6% | +56.7% | -31.1% | +2.7% |
| All | +39.7% | +238.5% | -198.8% | -10.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling