+652.8%
FLEX vs HIG
+260.9%
+391.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.4% | +4.2% | +4.0% |
| 7D | +2.2% | -0.7% | +2.9% | +2.5% |
| 30D | -32.6% | +5.4% | -38.0% | -35.0% |
| 3M | -35.5% | -0.9% | -34.6% | -36.0% |
| 6M | -45.6% | +4.8% | -50.4% | -48.4% |
| YTD | +30.7% | +0.9% | +29.8% | +25.4% |
| 1Y | +28.4% | +6.5% | +21.9% | +19.1% |
| 3Y | +301.7% | +95.7% | +205.9% | +153.9% |
| 5Y | +473.3% | +107.1% | +366.2% | +246.5% |
| All | +652.8% | +260.9% | +391.9% | +197.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling