+730.0%
FLEX vs HUM
+6.5%
+723.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +2.3% | +4.9% | +6.9% |
| 7D | +5.7% | +2.1% | +3.7% | +5.5% |
| 30D | -7.0% | +5.4% | -12.4% | -7.7% |
| 3M | -23.8% | +11.4% | -35.2% | -24.9% |
| 6M | +82.6% | +141.5% | -58.9% | +63.3% |
| YTD | +91.6% | +61.2% | +30.4% | +78.4% |
| 1Y | +100.6% | +49.2% | +51.4% | +87.9% |
| 3Y | +479.8% | -9.0% | +488.8% | +468.0% |
| All | +730.0% | +6.5% | +723.5% | +615.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling