+112.8%
HL vs FLEX
+421.8%
-308.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.0% | +2.1% | -0.6% |
| 7D | -11.1% | +7.5% | -18.6% | -13.3% |
| 30D | -12.1% | -25.3% | +13.2% | -4.8% |
| 3M | -26.1% | -39.7% | +13.6% | -14.4% |
| 6M | -37.7% | -47.9% | +10.1% | -25.4% |
| YTD | -31.7% | +24.1% | -55.8% | -41.9% |
| 1Y | -11.6% | +26.0% | -37.6% | -25.8% |
| 3Y | +249.6% | +282.7% | -33.0% | +80.5% |
| All | +112.8% | +421.8% | -308.9% | -7.9% |
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