-45.6%
FLEX vs HCA
+16.6%
-62.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.3% | +3.5% | +3.9% |
| 7D | +2.2% | -0.9% | +3.2% | +1.7% |
| 30D | -32.6% | +10.3% | -43.0% | -29.2% |
| 3M | -35.5% | +23.2% | -58.7% | -29.4% |
| 6M | -45.6% | +19.1% | -64.7% | -40.1% |
| All | -45.6% | +16.6% | -62.2% | -40.1% |
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