+442.4%
FLEX vs HUT
+699.5%
-257.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +6.2% | -4.7% | +0.2% |
| 7D | -0.9% | +17.8% | -18.7% | -4.3% |
| 30D | -10.1% | +0.8% | -11.0% | -10.7% |
| 3M | -31.3% | -26.8% | -4.6% | -28.0% |
| 6M | +71.3% | +72.6% | -1.3% | +55.3% |
| YTD | +81.2% | +103.6% | -22.4% | +59.2% |
| 1Y | +98.5% | +265.3% | -166.8% | +58.8% |
| All | +442.4% | +699.5% | -257.1% | +279.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling