+614.8%
FLEX vs HWM
+1,487.1%
-872.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.0% | -3.0% | -3.5% |
| 7D | +7.5% | +7.3% | +0.2% | +3.8% |
| 30D | -25.3% | +1.6% | -26.9% | -25.5% |
| 3M | -39.7% | -21.9% | -17.8% | -31.8% |
| 6M | -47.9% | -19.0% | -28.8% | -42.1% |
| YTD | +24.1% | +7.9% | +16.2% | +20.0% |
| 1Y | +26.0% | +9.9% | +16.0% | +20.7% |
| 3Y | +282.7% | +342.1% | -59.4% | +86.8% |
| 5Y | +424.2% | +600.8% | -176.6% | +105.9% |
| All | +614.8% | +1,487.1% | -872.3% | +97.1% |
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