+10,269.2%
FISV vs HUM
+5,550.8%
+4,718.3%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | -7.2% | -1.4% | -5.8% | -7.0% |
| 30D | -7.2% | +7.5% | -14.7% | -8.4% |
| 3M | -8.2% | +10.2% | -18.4% | -10.0% |
| 6M | -17.7% | +132.5% | -150.2% | -29.3% |
| YTD | -27.2% | +57.6% | -84.8% | -33.6% |
| 1Y | -63.0% | +48.6% | -111.6% | -66.0% |
| 3Y | -59.8% | -11.2% | -48.6% | -60.8% |
| 5Y | -55.8% | +4.8% | -60.6% | -58.7% |
| 10Y | -2.4% | +147.1% | -149.5% | -21.4% |
| All | +10,269.2% | +5,550.8% | +4,718.3% | +4,284.7% |
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