+66.7%
FITB vs HUM
+6.5%
+60.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.3% | -1.7% | +0.3% |
| 7D | -0.3% | +2.1% | -2.3% | -0.5% |
| 30D | -5.7% | +5.4% | -11.1% | -6.3% |
| 3M | +3.2% | +11.4% | -8.3% | +1.7% |
| 6M | +23.4% | +141.5% | -118.1% | +10.1% |
| YTD | +18.8% | +61.2% | -42.4% | +10.7% |
| 1Y | +25.0% | +49.2% | -24.2% | +17.2% |
| 3Y | +131.2% | -9.0% | +140.2% | +126.5% |
| All | +66.7% | +6.5% | +60.2% | +51.9% |
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