+348.4%
FIS vs HUM
+4,646.4%
-4,298.0%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.4% | -6.3% | -6.0% |
| 7D | -3.5% | +2.1% | -5.5% | -3.9% |
| 30D | -7.8% | +4.7% | -12.5% | -8.8% |
| 3M | +0.8% | +13.5% | -12.7% | -2.2% |
| 6M | -21.9% | +126.7% | -148.6% | -35.1% |
| YTD | -39.5% | +58.5% | -98.0% | -46.2% |
| 1Y | -41.0% | +31.7% | -72.7% | -45.9% |
| 3Y | -23.6% | -10.6% | -13.0% | -26.2% |
| 5Y | -65.6% | +2.5% | -68.1% | -68.5% |
| 10Y | -40.2% | +148.7% | -188.9% | -55.7% |
| All | +348.4% | +4,646.4% | -4,298.0% | +81.8% |
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