+284.0%
FITB vs HUM
+152.7%
+131.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.3% | -1.7% | -0.1% |
| 7D | -0.3% | +2.1% | -2.3% | -0.8% |
| 30D | -5.7% | +5.4% | -11.1% | -7.1% |
| 3M | +3.2% | +11.4% | -8.3% | -0.4% |
| 6M | +23.4% | +141.5% | -118.1% | -6.0% |
| YTD | +18.8% | +61.2% | -42.4% | +0.7% |
| 1Y | +25.0% | +49.2% | -24.2% | +7.4% |
| 3Y | +131.2% | -9.0% | +140.2% | +125.5% |
| 5Y | +70.7% | +7.2% | +63.5% | +46.1% |
| All | +284.0% | +152.7% | +131.3% | +130.0% |
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