+3,484.4%
HUM vs FLR
+587.1%
+2,897.2%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.4% | -0.2% |
| 7D | -0.2% | -3.1% | +2.9% | +0.3% |
| 30D | +3.7% | +4.9% | -1.2% | +2.8% |
| 3M | +10.4% | +10.8% | -0.4% | +7.9% |
| 6M | +125.7% | +19.7% | +106.1% | +115.9% |
| YTD | +57.3% | +38.4% | +19.0% | +46.4% |
| 1Y | +48.6% | +34.7% | +13.9% | +38.3% |
| 3Y | -11.3% | +56.7% | -68.0% | -22.9% |
| 5Y | +0.8% | +241.6% | -240.8% | -27.0% |
| 10Y | +146.7% | +20.2% | +126.5% | +85.3% |
| All | +3,484.4% | +587.1% | +2,897.2% | +1,746.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling