+98.5%
FLEX vs HIG
+5.1%
+93.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +0.5% |
| 7D | -0.9% | +0.3% | -1.2% | -0.7% |
| 30D | -10.1% | -3.2% | -6.9% | -12.4% |
| 3M | -31.3% | +9.1% | -40.5% | -25.7% |
| 6M | +71.3% | -1.8% | +73.1% | +75.9% |
| YTD | +81.2% | +1.8% | +79.5% | +90.5% |
| 1Y | +98.5% | +4.6% | +93.9% | +116.2% |
| All | +98.5% | +5.1% | +93.4% | +116.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 1y: compounded portfolio wealth divided by compounded HIG 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…
1y analysis · Full analysis span regression · 6 months rolling