+284.7%
HPQ vs FLR
+609.6%
-324.8%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.8% | -5.3% | -4.7% |
| 7D | -0.5% | +0.7% | -1.1% | -0.7% |
| 30D | +3.7% | -0.7% | +4.4% | +3.6% |
| 3M | +24.3% | +14.3% | +10.0% | +18.6% |
| 6M | +64.8% | +25.6% | +39.2% | +50.9% |
| YTD | +43.9% | +42.9% | +1.0% | +26.4% |
| 1Y | +11.7% | +38.7% | -27.1% | -1.4% |
| 3Y | +19.7% | +61.8% | -42.1% | -3.7% |
| 5Y | +32.2% | +254.1% | -221.9% | -17.5% |
| 10Y | +198.9% | +20.0% | +178.9% | +103.8% |
| All | +284.7% | +609.6% | -324.8% | +17.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling