+109.3%
FAST vs HUM
-2.1%
+111.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.4% | +5.4% | +3.2% |
| 7D | +3.8% | +3.1% | +0.7% | +3.5% |
| 30D | +8.1% | -1.8% | +9.9% | +8.2% |
| 3M | +5.8% | +10.2% | -4.4% | +4.7% |
| 6M | +24.9% | +54.6% | -29.8% | +19.3% |
| YTD | +38.9% | +66.8% | -27.9% | +31.0% |
| 1Y | +36.5% | +70.1% | -33.6% | +28.3% |
| 3Y | +98.1% | -11.3% | +109.5% | +96.6% |
| 5Y | +109.3% | -1.2% | +110.5% | +100.3% |
| All | +109.3% | -2.1% | +111.4% | +100.3% |
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