+931.4%
FLEX vs HWM
+1,494.1%
-562.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.7% |
| 7D | -0.9% | -2.1% | +1.2% | -0.1% |
| 30D | -10.1% | -11.0% | +0.8% | -4.9% |
| 3M | -31.3% | +4.0% | -35.4% | -32.8% |
| 6M | +71.3% | -0.2% | +71.5% | +71.9% |
| YTD | +81.2% | +26.7% | +54.6% | +61.8% |
| 1Y | +98.5% | +44.7% | +53.8% | +66.2% |
| 3Y | +428.2% | +426.1% | +2.2% | +136.9% |
| 5Y | +657.3% | +738.5% | -81.2% | +173.0% |
| All | +931.4% | +1,494.1% | -562.7% | +164.9% |
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 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