+1,115.5%
FLEX vs HLT
+590.2%
+525.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | 0.0% | +7.2% | +7.2% |
| 7D | +5.7% | -1.6% | +7.3% | +6.8% |
| 30D | -7.0% | -5.0% | -2.0% | -4.1% |
| 3M | -23.8% | -10.4% | -13.4% | -18.8% |
| 6M | +82.6% | +3.2% | +79.4% | +77.8% |
| YTD | +91.6% | +6.7% | +84.9% | +81.8% |
| 1Y | +100.6% | +10.3% | +90.3% | +84.8% |
| 3Y | +479.8% | +99.3% | +380.4% | +259.8% |
| 5Y | +746.5% | +143.7% | +602.8% | +345.2% |
| All | +1,115.5% | +590.2% | +525.3% | +305.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling