+626.9%
FLEX vs HWM
+1,599.0%
-972.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.3% | -4.0% | -3.3% |
| 7D | -13.6% | -1.8% | -11.9% | -12.2% |
| 30D | -36.5% | -2.7% | -33.8% | -35.3% |
| 3M | -36.4% | -22.7% | -13.7% | -27.8% |
| 6M | -46.5% | -18.9% | -27.5% | -40.6% |
| YTD | +25.9% | +7.1% | +18.9% | +22.2% |
| 1Y | +19.6% | +4.7% | +14.9% | +17.3% |
| 3Y | +287.0% | +345.6% | -58.6% | +88.3% |
| 5Y | +466.6% | +588.3% | -121.7% | +124.4% |
| 10Y | +626.9% | +1,516.2% | -889.2% | +101.2% |
| All | +626.9% | +1,599.0% | -972.1% | +101.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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