+261.2%
HL vs FLEX
+1,045.7%
-784.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.1% | +0.2% | -2.5% |
| 7D | -5.6% | +0.1% | -5.7% | -5.7% |
| 30D | +12.7% | -11.8% | +24.5% | +17.5% |
| 3M | +42.5% | -22.6% | +65.1% | +53.2% |
| 6M | -9.0% | +77.3% | -86.3% | -30.3% |
| YTD | +4.4% | +78.8% | -74.4% | -20.6% |
| 1Y | +82.7% | +86.1% | -3.4% | +35.9% |
| 3Y | +406.3% | +446.2% | -39.9% | +136.5% |
| 5Y | +238.2% | +689.7% | -451.5% | +34.0% |
| All | +261.2% | +1,045.7% | -784.5% | +3.2% |
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