+14.4%
FIX vs HUM
+51.1%
-36.7%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | -0.1% | -15.0% | -15.1% |
| 7D | -18.9% | +1.6% | -20.5% | -19.0% |
| 30D | -36.3% | +3.5% | -39.8% | -36.5% |
| 3M | -38.5% | +15.5% | -54.0% | -39.0% |
| 6M | -42.3% | +76.2% | -118.5% | -43.1% |
| YTD | +17.1% | +64.5% | -47.4% | +12.5% |
| 1Y | +14.4% | +50.0% | -35.6% | +11.1% |
| All | +14.4% | +51.1% | -36.7% | +11.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling