+2,037.5%
FLUT vs HUM
+3,440.8%
-1,403.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.3% |
| 7D | -2.6% | -0.2% | -2.4% | -2.6% |
| 30D | +5.4% | +3.7% | +1.7% | +5.1% |
| 3M | -10.8% | +10.4% | -21.2% | -11.3% |
| 6M | -9.2% | +125.7% | -134.9% | -13.5% |
| YTD | -53.8% | +57.3% | -111.2% | -55.1% |
| 1Y | -66.0% | +48.6% | -114.6% | -66.9% |
| 3Y | -44.7% | -11.3% | -33.3% | -45.4% |
| 5Y | -50.6% | +0.8% | -51.4% | -51.6% |
| 10Y | -10.4% | +146.7% | -157.1% | -15.2% |
| All | +2,037.5% | +3,440.8% | -1,403.4% | +1,878.4% |
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