+2.0%
FISV vs HUM
+152.7%
-150.7%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.3% | +3.2% | +4.9% |
| 7D | -2.7% | +2.1% | -4.7% | -3.1% |
| 30D | 0.0% | +5.4% | -5.4% | -1.2% |
| 3M | -2.8% | +11.4% | -14.2% | -5.7% |
| 6M | -11.8% | +141.5% | -153.3% | -29.6% |
| YTD | -23.2% | +61.2% | -84.4% | -33.0% |
| 1Y | -62.0% | +49.2% | -111.1% | -66.3% |
| 3Y | -57.6% | -9.0% | -48.6% | -58.3% |
| 5Y | -53.4% | +7.2% | -60.6% | -58.6% |
| All | +2.0% | +152.7% | -150.7% | -27.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling