+76,638.8%
FAST vs HUM
+5,880.7%
+70,758.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.4% | +5.4% | +3.4% |
| 7D | +3.8% | +3.1% | +0.7% | +3.2% |
| 30D | +8.1% | -1.8% | +9.9% | +8.3% |
| 3M | +5.8% | +10.2% | -4.4% | +3.6% |
| 6M | +24.9% | +54.6% | -29.8% | +14.5% |
| YTD | +38.9% | +66.8% | -27.9% | +24.1% |
| 1Y | +36.5% | +70.1% | -33.6% | +21.3% |
| 3Y | +98.1% | -11.3% | +109.5% | +92.3% |
| 5Y | +109.3% | -1.2% | +110.5% | +96.1% |
| 10Y | +547.9% | +147.8% | +400.2% | +401.3% |
| All | +76,638.8% | +5,880.7% | +70,758.2% | +26,801.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling