+478.1%
FLEX vs USHY
+27.8%
+450.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | 0.0% | +4.4% | +4.5% |
| 7D | +7.0% | 0.0% | +6.9% | +6.8% |
| 30D | -5.8% | 0.0% | -5.8% | -5.7% |
| 3M | -24.2% | +1.2% | -25.4% | -27.4% |
| 6M | +90.8% | +2.6% | +88.2% | +74.9% |
| YTD | +89.2% | +2.4% | +86.7% | +75.0% |
| 1Y | +104.7% | +4.2% | +100.5% | +78.3% |
| 3Y | +478.1% | +28.0% | +450.1% | +210.3% |
| All | +478.1% | +27.8% | +450.2% | +210.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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