+86.1%
FLEX vs HUM
+50.6%
+35.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.2% | -4.3% | -4.2% |
| 7D | +0.1% | -1.4% | +1.5% | +0.3% |
| 30D | -11.8% | +7.5% | -19.2% | -12.6% |
| 3M | -22.6% | +10.2% | -32.8% | -23.2% |
| 6M | +77.3% | +132.5% | -55.2% | +64.6% |
| YTD | +78.8% | +57.6% | +21.1% | +67.2% |
| 1Y | +86.1% | +48.6% | +37.5% | +73.5% |
| All | +86.1% | +50.6% | +35.5% | +73.5% |
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 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