+3,710.7%
FLEX vs HBM
+470.7%
+3,239.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | 0.0% | +3.8% | +3.8% |
| 7D | +2.2% | -1.3% | +3.5% | +3.0% |
| 30D | -32.6% | -14.8% | -17.8% | -29.1% |
| 3M | -35.5% | -20.7% | -14.8% | -30.8% |
| 6M | -45.6% | -13.9% | -31.6% | -43.3% |
| YTD | +30.7% | +10.6% | +20.1% | +26.2% |
| 1Y | +28.4% | +32.4% | -4.0% | +18.0% |
| 3Y | +301.7% | +432.0% | -130.3% | +146.2% |
| 5Y | +473.3% | +205.5% | +267.8% | +279.7% |
| 10Y | +651.7% | +291.1% | +360.6% | +282.8% |
| All | +3,710.7% | +470.7% | +3,239.9% | +868.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling