+106.8%
FAST vs HUM
+2.1%
+104.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | +1.3% | +2.1% | -0.8% | +1.1% |
| 30D | -4.7% | +4.7% | -9.4% | -5.2% |
| 3M | +7.9% | +13.5% | -5.6% | +6.4% |
| 6M | +7.4% | +126.7% | -119.2% | -1.6% |
| YTD | +25.1% | +58.5% | -33.5% | +18.5% |
| 1Y | +4.7% | +31.7% | -27.0% | +0.9% |
| 3Y | +94.7% | -10.6% | +105.3% | +92.2% |
| 5Y | +106.8% | +2.5% | +104.3% | +90.8% |
| All | +106.8% | +2.1% | +104.7% | +90.8% |
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