+640.4%
FLEX vs HWM
+1,636.6%
-996.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +5.1% | +7.0% | +9.4% |
| 7D | -7.2% | +1.6% | -8.8% | -7.2% |
| 30D | -34.8% | -3.9% | -30.8% | -33.0% |
| 3M | -35.6% | -23.2% | -12.4% | -26.6% |
| 6M | -45.0% | -20.0% | -25.0% | -38.5% |
| YTD | +29.4% | +5.7% | +23.7% | +26.4% |
| 1Y | +24.8% | +4.9% | +19.9% | +22.5% |
| 3Y | +304.4% | +347.0% | -42.6% | +97.0% |
| 5Y | +484.1% | +563.0% | -78.9% | +136.0% |
| 10Y | +640.4% | +1,579.2% | -938.7% | +108.8% |
| All | +640.4% | +1,636.6% | -996.2% | +108.8% |
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