+4,124.9%
FDX vs HUM
+6,259.1%
-2,134.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.4% | +0.1% | +1.3% |
| 7D | +5.2% | +3.7% | +1.4% | +4.5% |
| 30D | +11.3% | +5.5% | +5.8% | +10.2% |
| 3M | -4.1% | +17.1% | -21.2% | -6.9% |
| 6M | +9.6% | +48.3% | -38.6% | +2.1% |
| YTD | +40.9% | +77.4% | -36.5% | +25.9% |
| 1Y | +53.0% | +92.6% | -39.5% | +34.7% |
| 3Y | +74.1% | -6.1% | +80.2% | +68.1% |
| 5Y | +75.1% | +6.2% | +68.8% | +63.1% |
| 10Y | +156.9% | +153.6% | +3.3% | +105.5% |
| All | +4,124.9% | +6,259.1% | -2,134.2% | +1,810.0% |
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