+77,932.6%
FAST vs HUM
+6,207.0%
+71,725.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.9% | -0.7% | +0.8% |
| 7D | +4.3% | +6.9% | -2.6% | +3.0% |
| 30D | +8.3% | +3.2% | +5.1% | +7.6% |
| 3M | +6.5% | +20.0% | -13.5% | +2.7% |
| 6M | +29.5% | +63.5% | -34.0% | +17.6% |
| YTD | +41.3% | +75.9% | -34.7% | +25.0% |
| 1Y | +37.4% | +85.7% | -48.3% | +20.3% |
| 3Y | +98.5% | -6.1% | +104.6% | +90.7% |
| 5Y | +111.1% | +5.1% | +106.0% | +95.6% |
| 10Y | +548.6% | +151.6% | +397.0% | +400.4% |
| All | +77,932.6% | +6,207.0% | +71,725.7% | +26,994.6% |
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