-64.8%
FIS vs HUM
+0.5%
-65.3%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.2% |
| 7D | -8.9% | -1.4% | -7.5% | -8.8% |
| 30D | -9.9% | +7.5% | -17.4% | -10.4% |
| 3M | 0.0% | +10.2% | -10.2% | -1.0% |
| 6M | -22.9% | +132.5% | -155.4% | -28.8% |
| YTD | -40.9% | +57.6% | -98.5% | -43.6% |
| 1Y | -40.4% | +48.6% | -89.0% | -43.0% |
| 3Y | -25.4% | -11.2% | -14.2% | -25.1% |
| 5Y | -64.8% | +4.8% | -69.6% | -67.6% |
| All | -64.8% | +0.5% | -65.3% | -67.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling