+565.2%
FLEX vs HDB
+57.5%
+507.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.8% | +2.8% | +3.9% |
| 7D | -19.3% | +13.3% | -32.7% | -23.7% |
| 30D | -41.5% | +13.6% | -55.1% | -44.8% |
| 3M | -43.1% | +5.8% | -48.9% | -44.8% |
| 6M | -48.2% | -1.9% | -46.3% | -48.7% |
| YTD | +15.5% | -31.2% | +46.7% | +32.3% |
| 1Y | +10.2% | -29.6% | +39.8% | +24.9% |
| 3Y | +256.8% | -10.1% | +266.9% | +254.4% |
| 5Y | +408.2% | -24.3% | +432.6% | +433.9% |
| All | +565.2% | +57.5% | +507.7% | +425.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 10y: compounded portfolio wealth divided by compounded HDB 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…
10y analysis · Full analysis span regression · 6 months rolling