+1,314.2%
FLEX vs HCA
+2,088.8%
-774.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.3% | +3.5% | +3.7% |
| 7D | +2.2% | -0.9% | +3.2% | +2.6% |
| 30D | -32.6% | +10.3% | -43.0% | -35.7% |
| 3M | -35.5% | +23.2% | -58.7% | -41.2% |
| 6M | -45.6% | +19.1% | -64.7% | -50.4% |
| YTD | +30.7% | +9.0% | +21.7% | +22.4% |
| 1Y | +28.4% | +10.2% | +18.2% | +19.4% |
| 3Y | +301.7% | +122.4% | +179.3% | +168.1% |
| 5Y | +473.3% | +116.3% | +357.0% | +275.7% |
| 10Y | +651.7% | +686.6% | -34.8% | +191.4% |
| All | +1,314.2% | +2,088.8% | -774.6% | +263.9% |
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