+473.3%
FLEX vs USHY
+19.4%
+453.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.1% | +3.6% | +3.4% |
| 7D | +2.2% | -0.2% | +2.5% | +3.1% |
| 30D | -32.6% | -0.1% | -32.6% | -32.3% |
| 3M | -35.5% | -1.7% | -33.8% | -32.0% |
| 6M | -45.6% | -0.6% | -44.9% | -44.0% |
| YTD | +30.7% | +0.5% | +30.2% | +31.7% |
| 1Y | +28.4% | +1.4% | +26.9% | +26.7% |
| 3Y | +301.7% | +25.1% | +276.6% | +155.5% |
| 5Y | +473.3% | +19.7% | +453.6% | +339.9% |
| All | +473.3% | +19.4% | +453.9% | +339.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling