+3,571.7%
FLEX vs HBM
+471.0%
+3,100.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.7% | +1.0% | -1.6% |
| 7D | -13.6% | +2.4% | -16.0% | -14.0% |
| 30D | -36.5% | -16.0% | -20.5% | -32.9% |
| 3M | -36.4% | -21.3% | -15.1% | -31.7% |
| 6M | -46.5% | -12.2% | -34.3% | -44.6% |
| YTD | +25.9% | +10.7% | +15.3% | +21.5% |
| 1Y | +19.6% | +30.3% | -10.7% | +10.4% |
| 3Y | +287.0% | +432.2% | -145.2% | +137.1% |
| 5Y | +466.6% | +218.8% | +247.8% | +271.1% |
| 10Y | +626.9% | +281.4% | +345.6% | +272.4% |
| All | +3,571.7% | +471.0% | +3,100.7% | +832.8% |
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