-16.8%
HAL vs FLEX
+658.8%
-675.6%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.8% | -0.4% | +2.1% |
| 7D | -0.2% | +2.2% | -2.5% | -1.6% |
| 30D | +1.0% | -32.6% | +33.7% | +13.3% |
| 3M | -2.1% | -35.5% | +33.4% | +10.3% |
| 6M | -17.5% | -45.6% | +28.1% | -4.2% |
| YTD | +18.1% | +30.7% | -12.6% | -10.6% |
| 1Y | +19.7% | +28.4% | -8.6% | -9.4% |
| 3Y | -7.9% | +301.7% | -309.6% | -61.6% |
| 5Y | +53.1% | +473.3% | -420.2% | -48.9% |
| 10Y | -16.8% | +651.7% | -668.5% | -77.3% |
| All | -16.8% | +658.8% | -675.6% | -77.3% |
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