-9.3%
FLUT vs HUM
+152.7%
-162.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.3% | -0.4% | +1.7% |
| 7D | +0.4% | +2.1% | -1.6% | +0.2% |
| 30D | +2.5% | +5.4% | -2.9% | +1.9% |
| 3M | -9.2% | +11.4% | -20.7% | -10.5% |
| 6M | -8.2% | +141.5% | -149.7% | -17.0% |
| YTD | -53.2% | +61.2% | -114.4% | -55.9% |
| 1Y | -65.6% | +49.2% | -114.7% | -67.4% |
| 3Y | -43.6% | -9.0% | -34.5% | -45.0% |
| 5Y | -50.3% | +7.2% | -57.5% | -52.9% |
| All | -9.3% | +152.7% | -162.0% | -20.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling