+1,242.8%
FLEX vs HCA
+2,058.6%
-815.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.3% | -3.7% | -3.9% |
| 7D | +7.5% | +0.8% | +6.6% | +7.2% |
| 30D | -25.3% | +6.1% | -31.4% | -27.5% |
| 3M | -39.7% | +21.4% | -61.1% | -44.7% |
| 6M | -47.9% | +17.2% | -65.0% | -52.2% |
| YTD | +24.1% | +7.5% | +16.6% | +16.9% |
| 1Y | +26.0% | +6.2% | +19.8% | +19.0% |
| 3Y | +282.7% | +122.0% | +160.7% | +155.5% |
| 5Y | +424.2% | +112.2% | +312.1% | +246.1% |
| 10Y | +613.8% | +675.7% | -61.9% | +178.1% |
| All | +1,242.8% | +2,058.6% | -815.8% | +247.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling