+25.0%
FLEX vs HIG
+12.7%
+12.2%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +2.4% | -14.7% | -9.6% |
| 7D | -17.0% | +6.2% | -23.2% | -10.8% |
| 30D | -33.8% | +9.4% | -43.3% | -26.6% |
| 3M | -39.0% | -2.3% | -36.7% | -39.3% |
| 6M | -15.9% | +4.2% | -20.1% | -9.1% |
| YTD | +27.8% | +1.6% | +26.3% | +37.1% |
| 1Y | +25.0% | +9.9% | +15.1% | +41.4% |
| All | +25.0% | +12.7% | +12.2% | +41.4% |
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