+76.8%
HL vs FLEX
+7,523.3%
-7,446.6%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.5% | -4.0% | -2.7% |
| 7D | +1.5% | -0.9% | +2.4% | +1.6% |
| 30D | +25.1% | -10.1% | +35.2% | +27.0% |
| 3M | +22.9% | -31.3% | +54.2% | +29.8% |
| 6M | -4.9% | +71.3% | -76.2% | -13.9% |
| YTD | +7.8% | +81.2% | -73.4% | -3.3% |
| 1Y | +133.9% | +98.5% | +35.4% | +106.6% |
| 3Y | +380.9% | +428.2% | -47.3% | +261.7% |
| 5Y | +230.2% | +657.3% | -427.1% | +134.7% |
| 10Y | +265.6% | +995.9% | -730.4% | +140.1% |
| All | +76.8% | +7,523.3% | -7,446.6% | +14.9% |
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 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