+442.4%
FLEX vs HST
+68.9%
+373.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.3% |
| 7D | -0.9% | -1.0% | +0.1% | -0.3% |
| 30D | -10.1% | -12.3% | +2.1% | -3.0% |
| 3M | -31.3% | -6.4% | -25.0% | -29.3% |
| 6M | +71.3% | +15.0% | +56.3% | +54.9% |
| YTD | +81.2% | +30.5% | +50.7% | +51.3% |
| 1Y | +98.5% | +35.7% | +62.8% | +61.0% |
| All | +442.4% | +68.9% | +373.5% | +286.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling