+152.3%
HUM vs FLR
+19.7%
+132.5%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.2% | +1.0% | +2.1% |
| 7D | +2.1% | -3.5% | +5.5% | +2.4% |
| 30D | +5.4% | +4.2% | +1.2% | +4.9% |
| 3M | +11.4% | +8.1% | +3.3% | +10.1% |
| 6M | +141.5% | +21.5% | +120.0% | +134.2% |
| YTD | +61.2% | +36.8% | +24.4% | +53.9% |
| 1Y | +49.2% | +31.2% | +17.9% | +42.7% |
| 3Y | -9.0% | +53.9% | -62.9% | -16.9% |
| 5Y | +7.2% | +243.0% | -235.9% | -13.8% |
| All | +152.3% | +19.7% | +132.5% | +104.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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