+205.0%
HD vs FLEX
+1,059.7%
-854.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.4% | -6.7% | -3.2% |
| 7D | -1.2% | +7.0% | -8.1% | -2.6% |
| 30D | -11.1% | -5.8% | -5.3% | -10.3% |
| 3M | +2.0% | -24.2% | +26.2% | +6.6% |
| 6M | -10.5% | +90.8% | -101.3% | -27.4% |
| YTD | -6.9% | +89.2% | -96.0% | -24.8% |
| 1Y | -23.2% | +104.7% | -127.9% | -40.0% |
| 3Y | +3.1% | +478.1% | -475.0% | -42.8% |
| 5Y | +7.4% | +726.2% | -718.8% | -47.6% |
| 10Y | +205.0% | +1,060.6% | -855.6% | +13.1% |
| All | +205.0% | +1,059.7% | -854.7% | +13.1% |
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