+1.6%
HYG vs FLEX
+23.4%
-21.8%
-3.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -12.3% | +13.0% | +0.9% |
| 7D | -0.1% | -17.0% | +16.9% | +0.2% |
| 30D | +0.7% | -33.8% | +34.5% | +1.5% |
| 3M | -2.0% | -39.0% | +37.0% | -1.1% |
| 6M | -0.9% | -15.9% | +15.0% | -1.0% |
| YTD | +0.1% | +27.8% | -27.8% | -1.6% |
| 1Y | +1.6% | +25.0% | -23.4% | 0.0% |
| All | +1.6% | +23.4% | -21.8% | 0.0% |
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