+59.4%
FDX vs HUM
-11.5%
+70.9%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.5% |
| 7D | -2.3% | -0.2% | -2.1% | -2.3% |
| 30D | -4.9% | +3.7% | -8.6% | -5.2% |
| 3M | -6.5% | +10.4% | -16.9% | -7.2% |
| 6M | +6.7% | +125.7% | -119.1% | +0.3% |
| YTD | +33.9% | +57.3% | -23.5% | +28.5% |
| 1Y | +72.2% | +48.6% | +23.5% | +65.6% |
| All | +59.4% | -11.5% | +70.9% | +51.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling