+557.1%
FLEX vs HWM
+1,165.4%
-608.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.4% | +2.1% | +3.3% |
| 7D | -19.3% | +3.3% | -22.6% | -20.3% |
| 30D | -41.5% | -7.6% | -33.9% | -38.9% |
| 3M | -43.1% | -28.9% | -14.2% | -32.7% |
| 6M | -48.2% | -19.7% | -28.5% | -42.4% |
| YTD | +15.5% | +0.5% | +14.9% | +15.6% |
| 1Y | +10.2% | +0.3% | +10.0% | +10.5% |
| 3Y | +256.8% | +325.8% | -69.0% | +78.2% |
| 5Y | +408.2% | +524.7% | -116.6% | +111.6% |
| 10Y | +580.8% | +1,491.8% | -910.9% | +95.7% |
| All | +557.1% | +1,165.4% | -608.3% | +89.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling