+473.3%
FLEX vs HCA
+115.1%
+358.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.3% | +3.5% | +3.7% |
| 7D | +2.2% | -0.9% | +3.2% | +2.5% |
| 30D | -32.6% | +10.3% | -43.0% | -34.3% |
| 3M | -35.5% | +23.2% | -58.7% | -38.9% |
| 6M | -45.6% | +19.1% | -64.7% | -48.2% |
| YTD | +30.7% | +9.0% | +21.7% | +27.0% |
| 1Y | +28.4% | +10.2% | +18.2% | +24.0% |
| 3Y | +301.7% | +122.4% | +179.3% | +184.7% |
| 5Y | +473.3% | +116.3% | +357.0% | +281.3% |
| All | +473.3% | +115.1% | +358.1% | +281.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling