-47.9%
FLEX vs HCA
+16.7%
-64.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.3% | -3.7% | -4.1% |
| 7D | +7.5% | +0.8% | +6.6% | +7.7% |
| 30D | -25.3% | +6.1% | -31.4% | -22.7% |
| 3M | -39.7% | +21.4% | -61.1% | -34.5% |
| 6M | -47.9% | +17.2% | -65.0% | -40.8% |
| All | -47.9% | +16.7% | -64.6% | -40.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling