+25.7%
HYG vs FLEX
+442.3%
-416.6%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.1% | +3.7% | -0.3% |
| 7D | -0.7% | +0.1% | -0.9% | -0.8% |
| 30D | -0.6% | -11.8% | +11.2% | -0.1% |
| 3M | +0.4% | -22.6% | +23.0% | +1.2% |
| 6M | +1.2% | +77.3% | -76.1% | -2.7% |
| YTD | +1.5% | +78.8% | -77.3% | -2.7% |
| 1Y | +3.2% | +86.1% | -82.9% | -1.5% |
| All | +25.7% | +442.3% | -416.6% | +10.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling