+651.7%
FLEX vs HST
+143.8%
+507.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.6% | +4.4% | +4.1% |
| 7D | +2.2% | -1.3% | +3.5% | +3.4% |
| 30D | -32.6% | +13.4% | -46.0% | -37.0% |
| 3M | -35.5% | +16.7% | -52.2% | -40.8% |
| 6M | -45.6% | +24.0% | -69.6% | -52.0% |
| YTD | +30.7% | +54.0% | -23.3% | +2.5% |
| 1Y | +28.4% | +55.0% | -26.7% | +0.2% |
| 3Y | +301.7% | +89.3% | +212.3% | +177.9% |
| 5Y | +473.3% | +85.4% | +387.8% | +287.5% |
| 10Y | +651.7% | +137.1% | +514.6% | +346.1% |
| All | +651.7% | +143.8% | +507.9% | +346.1% |
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