+151.9%
HPQ vs FLUT
-26.1%
+178.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.1% | +3.8% | +0.3% |
| 7D | -1.9% | -1.2% | -0.7% | -1.7% |
| 30D | -5.7% | +5.0% | -10.7% | -6.5% |
| 3M | -0.4% | -16.4% | +16.0% | +1.7% |
| 6M | +40.0% | -14.6% | +54.6% | +42.3% |
| YTD | +34.6% | -61.9% | +96.5% | +52.5% |
| 1Y | +20.4% | -65.0% | +85.4% | +37.8% |
| 3Y | +18.3% | -44.8% | +63.1% | +26.7% |
| 5Y | +9.6% | -49.9% | +59.5% | +14.7% |
| All | +151.9% | -26.1% | +178.0% | +154.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 FLUT 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