+62.9%
FDX vs HUM
+1.5%
+61.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -7.4% |
| 6M | +6.7% | +125.7% | -119.1% | -1.4% |
| YTD | +33.9% | +57.3% | -23.5% | +27.3% |
| 1Y | +72.2% | +48.6% | +23.5% | +64.1% |
| 3Y | +60.2% | -11.3% | +71.6% | +60.9% |
| 5Y | +62.9% | +0.8% | +62.1% | +52.4% |
| All | +62.9% | +1.5% | +61.4% | +52.4% |
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 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