+614.8%
FLEX vs HCA
+675.7%
-60.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.3% | -3.7% | -3.9% |
| 7D | +7.5% | +0.8% | +6.6% | +7.2% |
| 30D | -25.3% | +6.1% | -31.4% | -27.9% |
| 3M | -39.7% | +21.4% | -61.1% | -45.5% |
| 6M | -47.9% | +17.2% | -65.0% | -52.9% |
| YTD | +24.1% | +7.5% | +16.6% | +15.7% |
| 1Y | +26.0% | +6.2% | +19.8% | +17.8% |
| 3Y | +282.7% | +122.0% | +160.7% | +130.5% |
| 5Y | +424.2% | +112.2% | +312.1% | +208.5% |
| All | +614.8% | +675.7% | -60.9% | +131.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling