+26.0%
FLEX vs HCA
+7.0%
+19.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.3% | -3.7% | -4.1% |
| 7D | +7.5% | +0.8% | +6.6% | +7.6% |
| 30D | -25.3% | +6.1% | -31.4% | -23.9% |
| 3M | -39.7% | +21.4% | -61.1% | -37.4% |
| 6M | -47.9% | +17.2% | -65.0% | -44.3% |
| YTD | +24.1% | +7.5% | +16.6% | +33.9% |
| 1Y | +26.0% | +6.2% | +19.8% | +36.4% |
| All | +26.0% | +7.0% | +19.0% | +36.4% |
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