+1,861.1%
FLEX vs HCA
+1,648.5%
+212.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.9% |
| 7D | -0.9% | -3.1% | +2.2% | +0.3% |
| 30D | -10.1% | -1.1% | -9.0% | -9.9% |
| 3M | -31.3% | +12.2% | -43.5% | -35.4% |
| 6M | +71.3% | -25.3% | +96.6% | +88.8% |
| YTD | +81.2% | -12.9% | +94.2% | +87.0% |
| 1Y | +98.5% | -0.9% | +99.4% | +92.8% |
| 3Y | +428.2% | +47.6% | +380.6% | +319.7% |
| 5Y | +657.3% | +67.0% | +590.3% | +453.2% |
| 10Y | +995.9% | +471.4% | +524.5% | +377.7% |
| All | +1,861.1% | +1,648.5% | +212.6% | +455.6% |
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