+464.3%
FLEX vs HLT
+99.5%
+364.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.3% | -2.0% |
| 7D | +6.4% | -1.5% | +7.8% | +7.3% |
| 30D | -5.9% | -1.2% | -4.6% | -5.5% |
| 3M | -23.5% | -10.3% | -13.1% | -18.1% |
| 6M | +83.7% | +1.3% | +82.5% | +80.1% |
| YTD | +86.5% | +7.0% | +79.5% | +75.2% |
| 1Y | +100.5% | +11.9% | +88.6% | +81.1% |
| All | +464.3% | +99.5% | +364.7% | +262.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling