+6.7%
HD vs FLEX
+421.8%
-415.1%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.0% | +4.1% | +0.6% |
| 7D | +1.5% | +7.5% | -5.9% | +0.6% |
| 30D | +18.0% | -25.3% | +43.3% | +21.4% |
| 3M | +2.8% | -39.7% | +42.5% | +8.4% |
| 6M | +17.0% | -47.9% | +64.8% | +24.7% |
| YTD | +3.5% | +24.1% | -20.6% | -8.4% |
| 1Y | -2.6% | +26.0% | -28.5% | -14.4% |
| 3Y | +30.7% | +282.7% | -252.0% | -20.0% |
| All | +6.7% | +421.8% | -415.1% | -43.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling