+26.0%
FLEX vs HBM
+25.3%
+0.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.1% | -2.9% | -3.4% |
| 7D | +7.5% | +2.2% | +5.2% | +6.4% |
| 30D | -25.3% | -11.8% | -13.5% | -19.5% |
| 3M | -39.7% | -19.2% | -20.5% | -32.3% |
| 6M | -47.9% | -22.9% | -25.0% | -41.8% |
| YTD | +24.1% | +7.8% | +16.3% | +16.0% |
| 1Y | +26.0% | +34.9% | -9.0% | +3.4% |
| All | +26.0% | +25.3% | +0.7% | +3.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling