+5,389.6%
FLEX vs HUM
+2,380.1%
+3,009.5%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.4% | -5.4% | -4.3% |
| 7D | +7.5% | +3.7% | +3.7% | +6.5% |
| 30D | -25.3% | +5.5% | -30.8% | -26.1% |
| 3M | -39.7% | +17.1% | -56.8% | -41.8% |
| 6M | -47.9% | +48.3% | -96.1% | -52.3% |
| YTD | +24.1% | +77.4% | -53.3% | +7.8% |
| 1Y | +26.0% | +92.6% | -66.6% | +7.4% |
| 3Y | +282.7% | -6.1% | +288.8% | +266.4% |
| 5Y | +424.2% | +6.2% | +418.0% | +380.0% |
| 10Y | +613.8% | +153.6% | +460.1% | +442.7% |
| All | +5,389.6% | +2,380.1% | +3,009.5% | +2,337.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling