+663.2%
FLEX vs HBM
+349.4%
+313.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +1.8% |
| 7D | -0.9% | -6.4% | +5.5% | +1.2% |
| 30D | -10.1% | +5.9% | -16.1% | -12.1% |
| 3M | -31.3% | -8.9% | -22.4% | -30.1% |
| 6M | +71.3% | +10.7% | +60.6% | +63.3% |
| YTD | +81.2% | +38.3% | +43.0% | +60.5% |
| 1Y | +98.5% | +121.3% | -22.8% | +52.9% |
| 3Y | +428.2% | +450.6% | -22.3% | +206.4% |
| All | +663.2% | +349.4% | +313.9% | +336.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling