+424.8%
FLEX vs HDB
-23.2%
+447.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.5% | -4.5% | -4.2% |
| 7D | +7.5% | +2.7% | +4.7% | +6.5% |
| 30D | -25.3% | +14.1% | -39.4% | -29.2% |
| 3M | -39.7% | +11.8% | -51.5% | -42.5% |
| 6M | -47.9% | +8.2% | -56.0% | -50.2% |
| YTD | +24.1% | -29.3% | +53.4% | +39.9% |
| 1Y | +26.0% | -28.8% | +54.7% | +41.4% |
| 3Y | +282.7% | -7.5% | +290.2% | +272.1% |
| All | +424.8% | -23.2% | +447.9% | +423.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling