+10.2%
FLEX vs HST
+57.3%
-47.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | 0.0% | +4.6% | +4.6% |
| 7D | -19.3% | -2.7% | -16.6% | -17.5% |
| 30D | -41.5% | +10.7% | -52.2% | -44.1% |
| 3M | -43.1% | +6.3% | -49.4% | -44.4% |
| 6M | -48.2% | +19.0% | -67.2% | -54.8% |
| YTD | +15.5% | +47.0% | -31.5% | -9.7% |
| 1Y | +10.2% | +53.4% | -43.2% | -15.4% |
| All | +10.2% | +57.3% | -47.1% | -15.4% |
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 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