+614.8%
FLEX vs HST
+133.7%
+481.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.1% | -3.9% | -4.0% |
| 7D | +7.5% | +3.6% | +3.9% | +5.4% |
| 30D | -25.3% | +11.2% | -36.5% | -29.4% |
| 3M | -39.7% | +13.1% | -52.8% | -43.6% |
| 6M | -47.9% | +23.9% | -71.8% | -54.0% |
| YTD | +24.1% | +52.3% | -28.2% | -2.1% |
| 1Y | +26.0% | +56.7% | -30.7% | -2.4% |
| 3Y | +282.7% | +87.5% | +195.2% | +165.9% |
| 5Y | +424.2% | +82.8% | +341.4% | +256.6% |
| All | +614.8% | +133.7% | +481.1% | +324.1% |
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