+156.1%
HPQ vs FLUT
-26.8%
+182.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +1.8% |
| 7D | +3.2% | -0.7% | +3.9% | +3.3% |
| 30D | -3.6% | +9.3% | -12.9% | -5.0% |
| 3M | -5.3% | -17.5% | +12.2% | -3.1% |
| 6M | +41.1% | -14.6% | +55.7% | +43.5% |
| YTD | +36.9% | -62.3% | +99.1% | +55.3% |
| 1Y | +23.5% | -59.6% | +83.2% | +38.8% |
| 3Y | +19.6% | -45.3% | +64.9% | +28.2% |
| 5Y | +11.4% | -50.4% | +61.8% | +16.7% |
| All | +156.1% | -26.8% | +182.9% | +159.5% |
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