+434.1%
FLEX vs HUT
+221.4%
+212.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -7.1% | +3.1% | -3.0% |
| 7D | +7.5% | +9.3% | -1.9% | +6.2% |
| 30D | -25.3% | -23.1% | -2.2% | -22.5% |
| 3M | -39.7% | -30.6% | -9.1% | -36.7% |
| 6M | -47.9% | -46.9% | -1.0% | -43.8% |
| YTD | +24.1% | +25.3% | -1.2% | +21.0% |
| 1Y | +26.0% | +59.8% | -33.9% | +18.9% |
| 3Y | +282.7% | +467.2% | -184.5% | +193.3% |
| 5Y | +424.2% | -24.6% | +448.9% | +336.3% |
| All | +434.1% | +221.4% | +212.6% | +176.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HUT.
Daily Out/Under-Performance
Portfolio return minus HUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUT 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 10y: compounded portfolio wealth divided by compounded HUT 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…
10y analysis · Full analysis span regression · 6 months rolling