-45.2%
FLEX vs HWM
-30.5%
-14.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -5.9% | -7.7% | -10.7% |
| 7D | -28.3% | -2.4% | -25.9% | -26.1% |
| 30D | -45.0% | -13.3% | -31.8% | -42.4% |
| 3M | -45.2% | -31.0% | -14.2% | -41.3% |
| All | -45.2% | -30.5% | -14.7% | -41.3% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling