+81.1%
FDX vs HUM
+31.0%
+50.1%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.7% | -0.5% |
| 7D | -2.5% | +4.2% | -6.7% | -2.7% |
| 30D | +3.8% | +10.4% | -6.6% | +3.3% |
| 3M | -1.3% | +15.1% | -16.4% | -2.0% |
| 6M | +5.0% | +120.9% | -115.9% | +1.2% |
| YTD | +39.6% | +57.9% | -18.3% | +35.3% |
| 1Y | +81.1% | +30.6% | +50.6% | +73.3% |
| All | +81.1% | +31.0% | +50.1% | +73.3% |
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 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