+2,859.0%
FITB vs HUM
+5,540.8%
-2,681.9%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.4% |
| 7D | -0.4% | -0.2% | -0.1% | -0.3% |
| 30D | -5.1% | +3.7% | -8.9% | -5.9% |
| 3M | +3.5% | +10.4% | -6.9% | +1.1% |
| 6M | +17.2% | +125.7% | -108.5% | -2.2% |
| YTD | +17.6% | +57.3% | -39.7% | +4.9% |
| 1Y | +23.4% | +48.6% | -25.3% | +10.7% |
| 3Y | +129.7% | -11.3% | +141.1% | +122.5% |
| 5Y | +68.4% | +0.8% | +67.6% | +55.9% |
| 10Y | +285.6% | +146.7% | +139.0% | +196.2% |
| All | +2,859.0% | +5,540.8% | -2,681.9% | +1,091.4% |
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