+10.8%
HD vs FLEX
+657.3%
-646.5%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.6% | +0.7% |
| 7D | -2.1% | -0.9% | -1.2% | -1.9% |
| 30D | -8.4% | -10.1% | +1.7% | -7.2% |
| 3M | +4.3% | -31.3% | +35.7% | +9.2% |
| 6M | -11.1% | +71.3% | -82.4% | -22.7% |
| YTD | -4.7% | +81.2% | -85.9% | -18.5% |
| 1Y | -19.8% | +98.5% | -118.3% | -33.5% |
| 3Y | +4.1% | +428.2% | -424.1% | -36.5% |
| All | +10.8% | +657.3% | -646.5% | -42.3% |
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 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