+397.0%
FLEX vs HUT
+194.0%
+203.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +14.6% | -10.0% | +2.6% |
| 7D | -19.3% | -11.4% | -8.0% | -18.1% |
| 30D | -41.5% | -41.0% | -0.5% | -37.2% |
| 3M | -43.1% | -41.9% | -1.2% | -39.0% |
| 6M | -48.2% | -51.7% | +3.5% | -43.5% |
| YTD | +15.5% | +14.6% | +0.9% | +13.9% |
| 1Y | +10.2% | +21.4% | -11.2% | +7.2% |
| 3Y | +256.8% | +359.8% | -103.0% | +179.7% |
| 5Y | +408.2% | -27.5% | +435.7% | +325.9% |
| All | +397.0% | +194.0% | +203.0% | +160.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling