+2,021.5%
FLEX vs HLT
+637.7%
+1,383.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.2% | +6.5% | +5.7% |
| 7D | +7.0% | -2.4% | +9.4% | +8.5% |
| 30D | -5.8% | -4.1% | -1.7% | -3.6% |
| 3M | -24.2% | -10.6% | -13.6% | -19.3% |
| 6M | +90.8% | +2.0% | +88.8% | +87.4% |
| YTD | +89.2% | +6.1% | +83.0% | +80.7% |
| 1Y | +104.7% | +9.8% | +94.9% | +90.0% |
| 3Y | +478.1% | +99.0% | +379.1% | +270.0% |
| 5Y | +726.2% | +151.5% | +574.7% | +345.5% |
| 10Y | +1,060.6% | +561.1% | +499.5% | +265.0% |
| All | +2,021.5% | +637.7% | +1,383.9% | +545.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling