+100.6%
FLEX vs DHI
-21.2%
+121.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.7% | +5.5% | +6.8% |
| 7D | +5.7% | -3.4% | +9.1% | +6.6% |
| 30D | -7.0% | -5.4% | -1.6% | -5.9% |
| 3M | -23.8% | -10.4% | -13.4% | -21.9% |
| 6M | +82.6% | -2.8% | +85.4% | +81.0% |
| YTD | +91.6% | -3.4% | +95.0% | +89.8% |
| 1Y | +100.6% | -22.9% | +123.5% | +91.5% |
| All | +100.6% | -21.2% | +121.7% | +91.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 1y: compounded portfolio wealth divided by compounded DHI 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…
1y analysis · Full analysis span regression · 6 months rolling