+25.0%
FLEX vs HST
+76.4%
-51.4%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +1.3% | -13.6% | -12.9% |
| 7D | -17.0% | +3.3% | -20.3% | -18.3% |
| 30D | -33.8% | +16.4% | -50.2% | -38.3% |
| 3M | -39.0% | +5.5% | -44.5% | -40.4% |
| 6M | -15.9% | +31.1% | -47.0% | -28.7% |
| YTD | +27.8% | +55.9% | -28.1% | +2.7% |
| 1Y | +25.0% | +75.6% | -50.6% | -2.3% |
| All | +25.0% | +76.4% | -51.4% | -2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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