+6,051.6%
HD vs FLEX
+7,523.3%
-1,471.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.9% |
| 3M | +4.3% | -31.3% | +35.7% | +10.1% |
| 6M | -11.1% | +71.3% | -82.4% | -22.1% |
| YTD | -4.7% | +81.2% | -85.9% | -17.6% |
| 1Y | -19.8% | +98.5% | -118.3% | -32.3% |
| 3Y | +4.1% | +428.2% | -424.1% | -28.6% |
| 5Y | +10.3% | +657.3% | -647.0% | -30.0% |
| 10Y | +203.2% | +995.9% | -792.8% | +69.8% |
| All | +6,051.6% | +7,523.3% | -1,471.8% | +2,205.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling