+497.5%
FLEX vs USHY
+48.2%
+449.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | 0.0% |
| 7D | +17.1% | -0.3% | +17.4% | +18.2% |
| 30D | -29.5% | +0.3% | -29.8% | -29.9% |
| 3M | -37.3% | -1.7% | -35.6% | -34.0% |
| 6M | -44.1% | -0.4% | -43.7% | -42.9% |
| YTD | +29.3% | +0.7% | +28.6% | +29.6% |
| 1Y | +24.2% | +1.8% | +22.4% | +21.4% |
| 3Y | +297.3% | +25.3% | +272.0% | +141.0% |
| 5Y | +446.2% | +19.9% | +426.3% | +282.6% |
| All | +497.5% | +48.2% | +449.3% | +194.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling