-9.0%
HUM vs FLNC
-62.9%
+53.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.5% | -0.2% | +2.2% |
| 7D | +2.1% | -4.1% | +6.1% | +2.1% |
| 30D | +5.4% | -24.8% | +30.2% | +5.9% |
| 3M | +11.4% | -59.1% | +70.5% | +13.0% |
| 6M | +141.5% | -42.0% | +183.5% | +143.3% |
| YTD | +61.2% | -49.8% | +111.0% | +62.0% |
| 1Y | +49.2% | +43.1% | +6.1% | +48.3% |
| 3Y | -9.0% | -61.0% | +51.9% | -9.1% |
| All | -9.0% | -62.9% | +53.8% | -9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 3y: compounded portfolio wealth divided by compounded FLNC 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…
3y analysis · Full analysis span regression · 6 months rolling