-58.5%
FIG vs HUM
+50.8%
-109.3%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.3% | +2.5% | +4.6% |
| 7D | -3.8% | +2.1% | -5.9% | -4.0% |
| 30D | -2.3% | +5.4% | -7.7% | -2.8% |
| 3M | +20.0% | +11.4% | +8.5% | +18.4% |
| 6M | -16.7% | +141.5% | -158.2% | -27.1% |
| YTD | -37.9% | +61.2% | -99.1% | -42.3% |
| 1Y | -58.5% | +49.2% | -107.7% | -60.6% |
| All | -58.5% | +50.8% | -109.3% | -60.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling