+614.8%
FLEX vs HUM
+153.9%
+460.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.4% | -5.4% | -4.4% |
| 7D | +7.5% | +3.7% | +3.7% | +6.1% |
| 30D | -25.3% | +5.5% | -30.8% | -26.5% |
| 3M | -39.7% | +17.1% | -56.8% | -42.5% |
| 6M | -47.9% | +48.3% | -96.1% | -53.9% |
| YTD | +24.1% | +77.4% | -53.3% | +2.1% |
| 1Y | +26.0% | +92.6% | -66.6% | +0.8% |
| 3Y | +282.7% | -6.1% | +288.8% | +273.9% |
| 5Y | +424.2% | +6.2% | +418.0% | +358.8% |
| All | +614.8% | +153.9% | +460.9% | +395.1% |
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