-3.7%
FISV vs HUM
+51.1%
-54.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.1% | +6.4% | +6.3% |
| 7D | +29.6% | +1.6% | +28.1% | +29.5% |
| 30D | +34.5% | +3.5% | +31.0% | +34.0% |
| 3M | +11.2% | +15.5% | -4.3% | +9.8% |
| 6M | -1.2% | +76.2% | -77.4% | -7.8% |
| YTD | -7.6% | +64.5% | -72.2% | -13.5% |
| 1Y | -3.7% | +50.0% | -53.7% | -6.8% |
| All | -3.7% | +51.1% | -54.8% | -6.8% |
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 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