+287.0%
FLEX vs HWM
+349.8%
-62.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.3% | -4.0% | -3.5% |
| 7D | -13.6% | -1.8% | -11.9% | -12.0% |
| 30D | -36.5% | -2.7% | -33.8% | -35.0% |
| 3M | -36.4% | -22.7% | -13.7% | -25.5% |
| 6M | -46.5% | -18.9% | -27.5% | -39.1% |
| YTD | +25.9% | +7.1% | +18.9% | +21.0% |
| 1Y | +19.6% | +4.7% | +14.9% | +16.3% |
| 3Y | +287.0% | +345.6% | -58.6% | +116.9% |
| All | +287.0% | +349.8% | -62.7% | +116.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling