+725.7%
FLEX vs USHY
+21.5%
+704.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -0.9% |
| 7D | +6.4% | -0.1% | +6.5% | +6.8% |
| 30D | -5.9% | 0.0% | -5.8% | -5.7% |
| 3M | -23.5% | +0.8% | -24.3% | -24.9% |
| 6M | +83.7% | +1.9% | +81.8% | +77.1% |
| YTD | +86.5% | +2.3% | +84.2% | +78.7% |
| 1Y | +100.5% | +4.1% | +96.4% | +84.1% |
| 3Y | +469.8% | +27.8% | +442.1% | +241.3% |
| 5Y | +725.7% | +21.5% | +704.2% | +522.8% |
| All | +725.7% | +21.5% | +704.1% | +522.8% |
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