+4,785.6%
FLEX vs HST
+711.5%
+4,074.1%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -5.7% | -7.9% | -11.1% |
| 7D | -28.3% | -4.2% | -24.1% | -26.7% |
| 30D | -45.0% | +9.6% | -54.6% | -47.2% |
| 3M | -45.2% | -1.1% | -44.1% | -45.1% |
| 6M | -30.8% | +21.1% | -51.9% | -36.7% |
| YTD | +10.4% | +47.1% | -36.6% | -7.4% |
| 1Y | +2.3% | +64.0% | -61.8% | -18.6% |
| 3Y | +238.9% | +77.1% | +161.8% | +160.1% |
| 5Y | +386.0% | +71.8% | +314.3% | +269.6% |
| 10Y | +551.1% | +146.3% | +404.8% | +301.1% |
| All | +4,785.6% | +711.5% | +4,074.1% | +1,548.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling