+5,681.7%
FLEX vs HST
+749.4%
+4,932.3%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.6% | +4.4% | +4.0% |
| 7D | +2.2% | -1.3% | +3.5% | +3.2% |
| 30D | -32.6% | +13.4% | -46.0% | -36.2% |
| 3M | -35.5% | +16.7% | -52.2% | -39.8% |
| 6M | -45.6% | +24.0% | -69.6% | -50.8% |
| YTD | +30.7% | +54.0% | -23.3% | +7.4% |
| 1Y | +28.4% | +55.0% | -26.7% | +5.1% |
| 3Y | +301.7% | +89.3% | +212.3% | +199.4% |
| 5Y | +473.3% | +85.4% | +387.8% | +321.6% |
| 10Y | +651.7% | +137.1% | +514.6% | +370.2% |
| All | +5,681.7% | +749.4% | +4,932.3% | +1,811.9% |
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 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