+643.7%
FLEX vs HWM
+1,278.2%
-634.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.3% | +1.5% | +2.6% |
| 7D | +2.2% | +5.0% | -2.7% | +0.2% |
| 30D | -32.6% | +1.5% | -34.2% | -32.8% |
| 3M | -35.5% | -20.3% | -15.2% | -27.9% |
| 6M | -45.6% | -18.0% | -27.5% | -39.9% |
| YTD | +30.7% | +9.5% | +21.2% | +25.5% |
| 1Y | +28.4% | +7.5% | +20.9% | +24.3% |
| 3Y | +301.7% | +355.7% | -54.0% | +94.0% |
| 5Y | +473.3% | +610.2% | -136.9% | +124.8% |
| 10Y | +651.7% | +1,516.8% | -865.0% | +107.7% |
| All | +643.7% | +1,278.2% | -634.5% | +105.4% |
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