+7,917.6%
FLEX vs HUM
+2,108.3%
+5,809.3%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +1.8% |
| 7D | -0.9% | +4.2% | -5.0% | -1.8% |
| 30D | -10.1% | +10.4% | -20.5% | -12.1% |
| 3M | -31.3% | +15.1% | -46.4% | -33.5% |
| 6M | +71.3% | +120.9% | -49.7% | +43.6% |
| YTD | +81.2% | +57.9% | +23.3% | +61.6% |
| 1Y | +98.5% | +30.6% | +67.9% | +82.8% |
| 3Y | +428.2% | -9.6% | +437.8% | +408.6% |
| 5Y | +657.3% | +1.6% | +655.7% | +599.5% |
| 10Y | +995.9% | +146.4% | +849.5% | +740.0% |
| All | +7,917.6% | +2,108.3% | +5,809.3% | +3,552.4% |
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 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