+2,545.7%
FLEX vs HIG
+967.2%
+1,578.5%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.3% | +6.8% | +5.3% |
| 7D | -19.3% | +1.1% | -20.4% | -19.7% |
| 30D | -41.5% | +5.6% | -47.1% | -42.9% |
| 3M | -43.1% | -6.9% | -36.2% | -42.3% |
| 6M | -48.2% | +1.3% | -49.5% | -49.3% |
| YTD | +15.5% | -1.5% | +16.9% | +13.5% |
| 1Y | +10.2% | +6.6% | +3.6% | +5.5% |
| 3Y | +256.8% | +91.2% | +165.6% | +180.4% |
| 5Y | +408.2% | +106.1% | +302.2% | +290.2% |
| 10Y | +580.9% | +283.7% | +297.2% | +322.6% |
| All | +2,545.7% | +967.2% | +1,578.5% | +712.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling