+254.2%
HD vs FLEX
+569.1%
-314.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.6% | -6.4% | -2.7% |
| 7D | +4.3% | -19.3% | +23.6% | +8.1% |
| 30D | +20.2% | -41.5% | +61.7% | +32.0% |
| 3M | -1.0% | -43.1% | +42.1% | +8.9% |
| 6M | +7.9% | -48.2% | +56.1% | +18.8% |
| YTD | +2.0% | +15.5% | -13.5% | -10.5% |
| 1Y | -4.3% | +10.2% | -14.5% | -15.4% |
| 3Y | +25.9% | +256.8% | -230.9% | -23.9% |
| 5Y | +5.8% | +408.2% | -402.4% | -43.8% |
| All | +254.2% | +569.1% | -314.9% | +51.5% |
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