-53.1%
FISV vs HUM
+6.5%
-59.7%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.3% | +3.2% | +5.2% |
| 7D | -2.7% | +2.1% | -4.7% | -2.9% |
| 30D | 0.0% | +5.4% | -5.4% | -0.5% |
| 3M | -2.8% | +11.4% | -14.2% | -4.1% |
| 6M | -11.8% | +141.5% | -153.3% | -20.3% |
| YTD | -23.2% | +61.2% | -84.4% | -27.7% |
| 1Y | -62.0% | +49.2% | -111.1% | -64.0% |
| 3Y | -57.6% | -9.0% | -48.6% | -57.8% |
| All | -53.1% | +6.5% | -59.7% | -56.6% |
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