+25.0%
FLEX vs HLT
+46.7%
-21.7%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +3.5% | -15.8% | -13.6% |
| 7D | -17.0% | +7.7% | -24.7% | -19.6% |
| 30D | -33.8% | +19.1% | -53.0% | -39.1% |
| 3M | -39.0% | +20.7% | -59.8% | -44.6% |
| 6M | -15.9% | +21.0% | -36.9% | -24.5% |
| YTD | +27.8% | +31.3% | -3.4% | +10.0% |
| 1Y | +25.0% | +45.9% | -20.9% | +1.0% |
| All | +25.0% | +46.7% | -21.7% | +1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 HLT 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