+1,000.1%
FLEX vs HST
+92.5%
+907.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.4% |
| 7D | -0.9% | -1.0% | +0.1% | -0.4% |
| 30D | -10.1% | -12.3% | +2.1% | -3.9% |
| 3M | -31.3% | -6.4% | -25.0% | -29.4% |
| 6M | +71.3% | +15.0% | +56.3% | +58.0% |
| YTD | +81.2% | +30.5% | +50.7% | +55.6% |
| 1Y | +98.5% | +35.7% | +62.8% | +66.1% |
| 3Y | +428.2% | +68.4% | +359.9% | +288.7% |
| 5Y | +657.3% | +73.1% | +584.1% | +432.3% |
| All | +1,000.1% | +92.5% | +907.6% | +611.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling