+50.4%
FERG vs HUM
-9.4%
+59.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.3% | -1.6% | +0.6% |
| 7D | -2.6% | +2.1% | -4.6% | -2.7% |
| 30D | -8.9% | +5.4% | -14.3% | -9.2% |
| 3M | -2.0% | +11.4% | -13.5% | -2.9% |
| 6M | -3.2% | +141.5% | -144.7% | -10.1% |
| YTD | +1.5% | +61.2% | -59.7% | -2.7% |
| 1Y | +0.5% | +49.2% | -48.7% | -3.3% |
| 3Y | +50.4% | -9.0% | +59.5% | +38.9% |
| All | +50.4% | -9.4% | +59.8% | +38.9% |
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