+4.4%
FAST vs HUM
+50.6%
-46.2%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | -0.4% | -1.4% | +1.0% | -0.4% |
| 30D | -6.4% | +7.5% | -13.9% | -6.8% |
| 3M | +7.1% | +10.2% | -3.2% | +6.1% |
| 6M | +7.0% | +132.5% | -125.5% | -1.2% |
| YTD | +24.1% | +57.6% | -33.5% | +18.9% |
| 1Y | +4.4% | +48.6% | -44.2% | +0.7% |
| All | +4.4% | +50.6% | -46.2% | +0.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling