+689.7%
FLEX vs HLT
+145.1%
+544.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -3.9% | -4.0% |
| 7D | +0.1% | -2.6% | +2.7% | +1.7% |
| 30D | -11.8% | -2.6% | -9.1% | -10.5% |
| 3M | -22.6% | -9.4% | -13.2% | -18.1% |
| 6M | +77.3% | +2.7% | +74.6% | +73.1% |
| YTD | +78.8% | +6.8% | +72.0% | +69.6% |
| 1Y | +86.1% | +12.4% | +73.7% | +69.4% |
| 3Y | +446.2% | +100.2% | +346.1% | +244.2% |
| 5Y | +689.7% | +143.7% | +546.0% | +313.8% |
| All | +689.7% | +145.1% | +544.6% | +313.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling