-18.6%
HAL vs FLEX
+569.1%
-587.6%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.6% | -4.8% | -1.8% |
| 7D | -12.0% | -19.3% | +7.3% | -5.9% |
| 30D | +0.3% | -41.5% | +41.8% | +18.2% |
| 3M | -1.6% | -43.1% | +41.5% | +16.0% |
| 6M | -20.5% | -48.2% | +27.7% | -6.2% |
| YTD | +14.2% | +15.5% | -1.3% | -9.6% |
| 1Y | +18.9% | +10.2% | +8.6% | -4.8% |
| 3Y | -13.7% | +256.8% | -270.6% | -62.5% |
| 5Y | +42.2% | +408.2% | -366.0% | -50.4% |
| All | -18.6% | +569.1% | -587.6% | -76.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 10y: compounded portfolio wealth divided by compounded FLEX 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…
10y analysis · Full analysis span regression · 6 months rolling