+256.8%
FLEX vs HST
+77.0%
+179.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | 0.0% | +4.6% | +4.6% |
| 7D | -19.3% | -2.7% | -16.6% | -17.6% |
| 30D | -41.5% | +10.7% | -52.2% | -45.0% |
| 3M | -43.1% | +6.3% | -49.4% | -45.2% |
| 6M | -48.2% | +19.0% | -67.2% | -54.3% |
| YTD | +15.5% | +47.0% | -31.5% | -11.0% |
| 1Y | +10.2% | +53.4% | -43.2% | -17.6% |
| 3Y | +256.8% | +78.0% | +178.8% | +130.3% |
| All | +256.8% | +77.0% | +179.8% | +130.3% |
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