+533.3%
FAST vs HUM
+153.9%
+379.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.1% | -0.9% |
| 7D | +4.2% | +3.7% | +0.4% | +3.4% |
| 30D | +6.7% | +5.5% | +1.2% | +5.5% |
| 3M | +8.0% | +17.1% | -9.1% | +4.6% |
| 6M | +27.4% | +48.3% | -20.9% | +17.4% |
| YTD | +40.5% | +77.4% | -36.9% | +23.5% |
| 1Y | +38.4% | +92.6% | -54.2% | +19.4% |
| 3Y | +98.7% | -6.1% | +104.8% | +95.6% |
| 5Y | +106.7% | +6.2% | +100.4% | +91.0% |
| All | +533.3% | +153.9% | +379.5% | +373.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling