+98.5%
FLEX vs HUM
+31.0%
+67.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +1.6% |
| 7D | -0.9% | +4.2% | -5.0% | -1.4% |
| 30D | -10.1% | +10.4% | -20.5% | -11.2% |
| 3M | -31.3% | +15.1% | -46.4% | -32.0% |
| 6M | +71.3% | +120.9% | -49.7% | +60.1% |
| YTD | +81.2% | +57.9% | +23.3% | +70.3% |
| 1Y | +98.5% | +30.6% | +67.9% | +86.8% |
| All | +98.5% | +31.0% | +67.5% | +86.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HUM.
Daily Out/Under-Performance
Portfolio return minus HUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUM 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 HUM 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