-80.9%
FIG vs HUM
+56.0%
-136.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.5% | -3.2% |
| 7D | -14.5% | -0.2% | -14.2% | -14.4% |
| 30D | -13.3% | +3.7% | -17.0% | -13.6% |
| 3M | +7.4% | +10.4% | -3.0% | +6.1% |
| 6M | -27.8% | +125.7% | -153.5% | -35.2% |
| YTD | -41.1% | +57.3% | -98.4% | -44.8% |
| 1Y | -58.7% | +48.6% | -107.4% | -61.4% |
| All | -80.9% | +56.0% | -136.9% | -85.7% |
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