+25.0%
FLEX vs HCA
+11.2%
+13.8%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +10.3% | -22.7% | -10.0% |
| 7D | -17.0% | +10.2% | -27.2% | -14.7% |
| 30D | -33.8% | +17.4% | -51.3% | -31.6% |
| 3M | -39.0% | +27.7% | -66.7% | -36.2% |
| 6M | -15.9% | +20.0% | -35.9% | -9.8% |
| YTD | +27.8% | +10.0% | +17.9% | +38.3% |
| 1Y | +25.0% | +9.0% | +16.0% | +33.8% |
| All | +25.0% | +11.2% | +13.8% | +33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HCA.
Daily Out/Under-Performance
Portfolio return minus HCA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HCA 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 HCA 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