+565.2%
FLEX vs HST
+142.8%
+422.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | 0.0% | +4.6% | +4.6% |
| 7D | -19.3% | -2.7% | -16.6% | -17.9% |
| 30D | -41.5% | +10.7% | -52.2% | -44.6% |
| 3M | -43.1% | +6.3% | -49.4% | -45.0% |
| 6M | -48.2% | +19.0% | -67.2% | -53.3% |
| YTD | +15.5% | +47.0% | -31.5% | -7.1% |
| 1Y | +10.2% | +53.4% | -43.2% | -13.5% |
| 3Y | +256.8% | +78.0% | +178.8% | +155.2% |
| 5Y | +408.2% | +71.7% | +336.5% | +258.1% |
| All | +565.2% | +142.8% | +422.3% | +306.9% |
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