+38.6%
HPQ vs FLUT
-48.5%
+87.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.4% | +6.3% | +5.2% |
| 7D | +2.2% | -2.6% | +4.8% | +2.7% |
| 30D | +9.7% | +5.4% | +4.4% | +8.2% |
| 3M | +32.7% | -10.8% | +43.5% | +35.0% |
| 6M | +77.7% | -9.2% | +86.9% | +79.5% |
| YTD | +51.0% | -53.8% | +104.8% | +73.0% |
| 1Y | +18.4% | -66.0% | +84.4% | +43.2% |
| 3Y | +25.6% | -44.7% | +70.2% | +36.3% |
| 5Y | +38.6% | -50.6% | +89.2% | +39.4% |
| All | +38.6% | -48.5% | +87.1% | +39.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling