-51.2%
FLUT vs HUM
+0.5%
-51.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.8% | -0.7% |
| 7D | -3.6% | -1.4% | -2.2% | -3.4% |
| 30D | -0.3% | +7.5% | -7.8% | -1.2% |
| 3M | -12.6% | +10.2% | -22.8% | -13.8% |
| 6M | -8.0% | +132.5% | -140.5% | -16.7% |
| YTD | -54.1% | +57.6% | -111.7% | -56.6% |
| 1Y | -66.1% | +48.6% | -114.7% | -67.9% |
| 3Y | -45.0% | -11.2% | -33.9% | -47.0% |
| 5Y | -51.2% | +4.8% | -56.0% | -55.8% |
| All | -51.2% | +0.5% | -51.7% | -55.8% |
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