+478.1%
FLEX vs HIG
+99.1%
+379.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.0% | +6.3% | +4.3% |
| 7D | +7.0% | -1.1% | +8.0% | +6.9% |
| 30D | -5.8% | -4.9% | -0.9% | -5.8% |
| 3M | -24.2% | +6.8% | -31.0% | -24.8% |
| 6M | +90.8% | -1.7% | +92.5% | +91.5% |
| YTD | +89.2% | -0.2% | +89.4% | +89.0% |
| 1Y | +104.7% | +5.7% | +99.0% | +100.6% |
| 3Y | +478.1% | +100.3% | +377.8% | +380.6% |
| All | +478.1% | +99.1% | +379.0% | +380.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling