+18.3%
HYG vs FLEX
+737.7%
-719.5%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.2% | -7.2% | -0.5% |
| 7D | -0.7% | +5.7% | -6.4% | -1.1% |
| 30D | -0.7% | -7.0% | +6.3% | -0.3% |
| 3M | -0.2% | -23.8% | +23.6% | +1.4% |
| 6M | +1.4% | +82.6% | -81.2% | -5.6% |
| YTD | +1.5% | +91.6% | -90.2% | -6.3% |
| 1Y | +2.9% | +100.6% | -97.7% | -5.7% |
| 3Y | +25.6% | +479.8% | -454.1% | -2.3% |
| All | +18.3% | +737.7% | -719.5% | -16.0% |
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 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