+726.2%
FLEX vs HIG
+122.5%
+603.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.0% | +6.3% | +5.0% |
| 7D | +7.0% | -1.1% | +8.0% | +7.3% |
| 30D | -5.8% | -4.9% | -0.9% | -4.3% |
| 3M | -24.2% | +6.8% | -31.0% | -26.9% |
| 6M | +90.8% | -1.7% | +92.5% | +89.5% |
| YTD | +89.2% | -0.2% | +89.4% | +85.9% |
| 1Y | +104.7% | +5.7% | +99.0% | +94.2% |
| 3Y | +478.1% | +100.3% | +377.8% | +259.5% |
| 5Y | +726.2% | +118.5% | +607.7% | +350.2% |
| All | +726.2% | +122.5% | +603.6% | +350.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling