+464.3%
FLEX vs HUM
-11.5%
+475.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.7% | -1.4% |
| 7D | +6.4% | -0.2% | +6.6% | +6.4% |
| 30D | -5.9% | +3.7% | -9.6% | -6.2% |
| 3M | -23.5% | +10.4% | -33.9% | -24.0% |
| 6M | +83.7% | +125.7% | -42.0% | +72.2% |
| YTD | +86.5% | +57.3% | +29.2% | +78.0% |
| 1Y | +100.5% | +48.6% | +51.9% | +91.7% |
| All | +464.3% | -11.5% | +475.8% | +396.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling