+464.3%
FLEX vs HCA
+57.7%
+406.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.9% | -6.4% | -1.6% |
| 7D | +6.4% | +4.9% | +1.4% | +6.1% |
| 30D | -5.9% | +1.9% | -7.7% | -5.9% |
| 3M | -23.5% | +12.7% | -36.2% | -24.3% |
| 6M | +83.7% | -22.3% | +106.1% | +91.6% |
| YTD | +86.5% | -9.3% | +95.8% | +89.8% |
| 1Y | +100.5% | +2.7% | +97.8% | +99.4% |
| All | +464.3% | +57.7% | +406.5% | +407.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling