-13.5%
F vs HUM
+4.8%
-18.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.4% |
| 7D | -2.1% | +6.9% | -9.1% | -2.7% |
| 30D | +3.3% | +3.2% | +0.1% | +3.0% |
| 3M | -11.3% | +20.0% | -31.3% | -12.7% |
| 6M | +5.3% | +63.5% | -58.1% | +0.5% |
| YTD | -2.2% | +75.9% | -78.1% | -7.9% |
| 1Y | -3.5% | +85.7% | -89.3% | -9.7% |
| 3Y | +49.5% | -6.1% | +55.6% | +48.8% |
| 5Y | -13.5% | +5.1% | -18.6% | -18.6% |
| All | -13.5% | +4.8% | -18.3% | -18.6% |
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