+1,033.9%
FLEX vs HBM
+622.7%
+411.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -7.5% | +3.4% | -1.8% |
| 7D | +0.1% | -3.7% | +3.8% | +1.3% |
| 30D | -11.8% | -3.7% | -8.1% | -11.0% |
| 3M | -22.6% | +8.0% | -30.6% | -24.8% |
| 6M | +77.3% | +15.8% | +61.5% | +68.3% |
| YTD | +78.8% | +34.4% | +44.4% | +60.8% |
| 1Y | +86.1% | +98.2% | -12.1% | +49.0% |
| 3Y | +446.2% | +476.6% | -30.4% | +211.0% |
| 5Y | +689.7% | +331.1% | +358.6% | +353.0% |
| All | +1,033.9% | +622.7% | +411.3% | +381.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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