+77.6%
HL vs FLEX
+101.0%
-23.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +7.2% | -8.4% | -3.3% |
| 7D | -4.4% | +5.7% | -10.1% | -6.1% |
| 30D | +9.3% | -7.0% | +16.3% | +11.3% |
| 3M | +32.0% | -23.8% | +55.8% | +40.5% |
| 6M | -6.4% | +82.6% | -89.1% | -28.5% |
| YTD | +3.1% | +91.6% | -88.5% | -22.7% |
| 1Y | +77.6% | +100.6% | -23.0% | +19.3% |
| All | +77.6% | +101.0% | -23.5% | +19.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling