+4,087.3%
FDX vs HUM
+5,562.3%
-1,474.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.7% | -0.4% |
| 7D | -2.5% | +4.2% | -6.7% | -3.2% |
| 30D | +3.8% | +10.4% | -6.6% | +2.1% |
| 3M | -1.3% | +15.1% | -16.4% | -3.8% |
| 6M | +5.0% | +120.9% | -115.9% | -8.5% |
| YTD | +39.6% | +57.9% | -18.3% | +27.6% |
| 1Y | +81.1% | +30.6% | +50.6% | +69.8% |
| 3Y | +63.0% | -9.6% | +72.6% | +58.6% |
| 5Y | +65.6% | +1.6% | +64.0% | +55.7% |
| 10Y | +183.4% | +146.4% | +36.9% | +128.5% |
| All | +4,087.3% | +5,562.3% | -1,474.9% | +1,835.0% |
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