+1,033.9%
FLEX vs HUM
+147.1%
+886.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.2% | -4.3% | -4.2% |
| 7D | +0.1% | -1.4% | +1.5% | +0.5% |
| 30D | -11.8% | +7.5% | -19.2% | -13.6% |
| 3M | -22.6% | +10.2% | -32.8% | -24.8% |
| 6M | +77.3% | +132.5% | -55.2% | +37.2% |
| YTD | +78.8% | +57.6% | +21.1% | +52.7% |
| 1Y | +86.1% | +48.6% | +37.5% | +60.2% |
| 3Y | +446.2% | -11.2% | +457.4% | +434.6% |
| 5Y | +689.7% | +4.8% | +684.9% | +577.5% |
| All | +1,033.9% | +147.1% | +886.8% | +683.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling